+197.9%
CAH vs MTSI
+224.7%
-26.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -0.7% |
| 7D | +5.4% | +1.4% | +4.0% | +5.3% |
| 30D | +3.3% | +2.1% | +1.2% | +3.2% |
| 3M | +22.8% | -29.7% | +52.5% | +24.1% |
| 6M | +11.3% | +12.5% | -1.3% | +8.9% |
| YTD | +21.1% | +57.0% | -35.9% | +16.6% |
| 1Y | +67.2% | +103.9% | -36.7% | +58.7% |
| All | +197.9% | +224.7% | -26.8% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling