+231.9%
MTSI vs CRS
+660.4%
-428.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +2.1% | -16.6% | +18.7% | +10.6% |
| 3M | -29.7% | -3.5% | -26.3% | -28.1% |
| 6M | +12.5% | +15.4% | -2.9% | +6.2% |
| YTD | +57.0% | +51.2% | +5.8% | +31.8% |
| 1Y | +103.9% | +98.3% | +5.6% | +50.5% |
| All | +231.9% | +660.4% | -428.5% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling