+1,208.8%
MTSI vs CRS
+1,091.8%
+117.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +2.1% | -16.6% | +18.7% | +9.8% |
| 3M | -29.7% | -3.5% | -26.3% | -28.4% |
| 6M | +12.5% | +15.4% | -2.9% | +6.3% |
| YTD | +57.0% | +51.2% | +5.8% | +32.2% |
| 1Y | +103.9% | +98.3% | +5.6% | +52.3% |
| 3Y | +223.6% | +651.5% | -428.0% | +39.2% |
| 5Y | +321.6% | +1,411.1% | -1,089.6% | +29.7% |
| 10Y | +517.7% | +1,424.3% | -906.6% | +67.2% |
| All | +1,208.8% | +1,091.8% | +117.0% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling