+179.0%
CAH vs MTSI
+181.3%
-2.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.4% | +1.3% |
| 7D | +8.5% | -10.0% | +18.5% | +8.6% |
| 30D | +17.0% | -37.2% | +54.2% | +18.0% |
| 3M | +14.6% | -30.1% | +44.7% | +15.1% |
| 6M | +42.5% | -31.9% | +74.4% | +42.4% |
| YTD | +33.5% | +23.2% | +10.3% | +28.8% |
| 1Y | +38.5% | +26.4% | +12.1% | +33.4% |
| 3Y | +179.0% | +186.2% | -7.2% | +160.9% |
| All | +179.0% | +181.3% | -2.3% | +160.9% |
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