+231.9%
MTSI vs CMS
+36.5%
+195.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.5% |
| 30D | +2.1% | -3.6% | +5.7% | +1.1% |
| 3M | -29.7% | -1.9% | -27.8% | -30.3% |
| 6M | +12.5% | -11.0% | +23.5% | +9.7% |
| YTD | +57.0% | +0.2% | +56.8% | +57.3% |
| 1Y | +103.9% | -1.3% | +105.2% | +103.7% |
| All | +231.9% | +36.5% | +195.4% | +220.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling