+51.5%
MTSI vs CMS
-4.3%
+55.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.9% |
| 7D | +29.1% | -1.3% | +30.4% | +28.3% |
| 30D | -20.4% | +5.3% | -25.7% | -18.9% |
| 3M | -20.9% | -0.3% | -20.6% | -20.7% |
| 6M | -32.3% | -4.0% | -28.2% | -33.1% |
| YTD | +43.5% | +2.1% | +41.3% | +41.4% |
| All | +51.5% | -4.3% | +55.8% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling