+539.5%
MTSI vs CRS
+1,306.2%
-766.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.6% |
| 7D | +4.9% | -3.1% | +7.9% | +6.2% |
| 30D | -11.6% | -19.6% | +8.0% | -3.1% |
| 3M | -24.1% | -8.1% | -16.0% | -21.1% |
| 6M | +32.4% | +18.6% | +13.9% | +23.2% |
| YTD | +60.4% | +45.9% | +14.6% | +36.1% |
| 1Y | +111.0% | +82.5% | +28.5% | +61.2% |
| 3Y | +246.1% | +648.9% | -402.8% | +43.9% |
| 5Y | +340.3% | +1,438.1% | -1,097.8% | +27.1% |
| 10Y | +539.5% | +1,327.0% | -787.5% | +70.1% |
| All | +539.5% | +1,306.2% | -766.6% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling