+1,208.8%
MTSI vs CMS
+394.3%
+814.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +2.1% | -3.6% | +5.7% | +2.8% |
| 3M | -29.7% | -1.9% | -27.8% | -29.8% |
| 6M | +12.5% | -11.0% | +23.5% | +14.7% |
| YTD | +57.0% | +0.2% | +56.8% | +56.1% |
| 1Y | +103.9% | -1.3% | +105.2% | +103.0% |
| 3Y | +223.6% | +35.9% | +187.6% | +192.3% |
| 5Y | +321.6% | +23.1% | +298.5% | +286.2% |
| 10Y | +517.7% | +117.9% | +399.8% | +409.9% |
| All | +1,208.8% | +394.3% | +814.4% | +662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling