+111.0%
MTSI vs CRS
+85.3%
+25.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.7% |
| 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% | -20.0% |
| 6M | +32.4% | +18.6% | +13.9% | +27.2% |
| YTD | +60.4% | +45.9% | +14.6% | +46.2% |
| 1Y | +111.0% | +82.5% | +28.5% | +82.7% |
| All | +111.0% | +85.3% | +25.7% | +82.7% |
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