+451.3%
MTSI vs CRS
+908.2%
-456.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | -10.0% | -1.7% | -8.3% | -9.0% |
| 30D | -37.2% | -28.8% | -8.4% | -27.2% |
| 3M | -30.1% | -50.0% | +20.0% | -5.6% |
| 6M | -31.9% | -39.2% | +7.3% | -15.4% |
| YTD | +23.2% | -11.4% | +34.6% | +29.7% |
| 1Y | +26.4% | -11.7% | +38.1% | +33.1% |
| 3Y | +186.2% | +319.6% | -133.5% | +52.7% |
| 5Y | +187.0% | +794.8% | -607.7% | +4.6% |
| All | +451.3% | +908.2% | -456.9% | +83.3% |
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