+413.1%
CAH vs MTSI
+320.9%
+92.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -0.8% |
| 7D | +5.4% | +1.4% | +4.0% | +5.3% |
| 30D | +3.3% | +2.1% | +1.2% | +3.0% |
| 3M | +22.8% | -29.7% | +52.5% | +25.0% |
| 6M | +11.3% | +12.5% | -1.3% | +8.5% |
| YTD | +21.1% | +57.0% | -35.9% | +15.0% |
| 1Y | +67.2% | +103.9% | -36.7% | +55.0% |
| 3Y | +195.6% | +223.6% | -27.9% | +156.7% |
| All | +413.1% | +320.9% | +92.2% | +306.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling