+468.8%
MTSI vs CMS
+140.2%
+328.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.8% |
| 7D | +10.0% | +1.7% | +8.3% | +9.7% |
| 30D | -20.3% | +6.2% | -26.5% | -21.3% |
| 3M | -24.4% | +0.6% | -25.1% | -24.6% |
| 6M | -39.2% | -1.8% | -37.4% | -39.3% |
| YTD | +35.5% | +3.8% | +31.6% | +33.5% |
| 1Y | +43.0% | -1.8% | +44.8% | +42.5% |
| 3Y | +196.3% | +39.8% | +156.4% | +164.3% |
| 5Y | +210.0% | +37.1% | +172.9% | +173.2% |
| All | +468.8% | +140.2% | +328.5% | +454.4% |
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