+61.7%
MTSI vs CRS
-3.8%
+65.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -10.7% | +4.3% | -15.0% | -13.0% |
| 30D | -29.0% | -25.5% | -3.5% | -16.0% |
| 3M | -14.7% | -48.7% | +34.0% | +22.0% |
| 6M | -20.1% | -31.6% | +11.5% | +2.6% |
| YTD | +36.1% | -7.0% | +43.1% | +59.3% |
| 1Y | +61.7% | -4.5% | +66.3% | +86.7% |
| All | +61.7% | -3.8% | +65.5% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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