+451.3%
MTSI vs CMS
+125.4%
+325.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.1% | +13.0% | +11.2% |
| 7D | -10.0% | -1.3% | -8.7% | -9.8% |
| 30D | -37.2% | +6.3% | -43.5% | -38.0% |
| 3M | -30.1% | -2.1% | -28.0% | -29.9% |
| 6M | -31.9% | -5.1% | -26.8% | -31.7% |
| YTD | +23.2% | +1.3% | +21.9% | +21.9% |
| 1Y | +26.4% | -1.4% | +27.8% | +25.7% |
| 3Y | +186.2% | +36.9% | +149.2% | +156.6% |
| 5Y | +187.0% | +32.5% | +154.5% | +155.3% |
| All | +451.3% | +125.4% | +325.9% | +446.5% |
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