+471.4%
MTSI vs CMS
+127.7%
+343.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.9% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | -30.3% | +7.1% | -37.4% | -31.3% |
| 3M | -26.0% | -1.3% | -24.7% | -25.9% |
| 6M | -36.1% | -2.7% | -33.4% | -36.1% |
| YTD | +34.3% | +2.6% | +31.7% | +32.6% |
| 1Y | +35.3% | -2.0% | +37.3% | +34.8% |
| 3Y | +217.6% | +39.6% | +178.0% | +182.9% |
| 5Y | +210.1% | +35.3% | +174.8% | +173.6% |
| 10Y | +471.4% | +132.3% | +339.1% | +434.9% |
| All | +471.4% | +127.7% | +343.7% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling