+37.1%
CAH vs MTSI
+45.5%
-8.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | +0.4% |
| 7D | +5.9% | +7.2% | -1.3% | +6.0% |
| 30D | +16.5% | -18.4% | +35.0% | +16.5% |
| 3M | +15.7% | -16.7% | +32.4% | +15.7% |
| 6M | +52.7% | -31.7% | +84.4% | +53.0% |
| YTD | +36.3% | +45.9% | -9.6% | +25.6% |
| All | +37.1% | +45.5% | -8.4% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling