+442.0%
CAH vs MTSI
+448.7%
-6.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.4% | +0.4% |
| 7D | +8.5% | -10.0% | +18.5% | +9.2% |
| 30D | +17.0% | -37.2% | +54.2% | +21.8% |
| 3M | +14.6% | -30.1% | +44.7% | +17.4% |
| 6M | +42.5% | -31.9% | +74.4% | +44.8% |
| YTD | +33.5% | +23.2% | +10.3% | +25.8% |
| 1Y | +38.5% | +26.4% | +12.1% | +29.9% |
| 3Y | +179.0% | +186.2% | -7.2% | +130.0% |
| 5Y | +507.2% | +187.0% | +320.1% | +389.7% |
| All | +442.0% | +448.7% | -6.7% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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