+516.7%
CAH vs MTSI
+206.4%
+310.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.3% |
| 7D | +3.5% | +10.0% | -6.5% | +3.0% |
| 30D | +13.5% | -20.3% | +33.8% | +14.4% |
| 3M | +21.8% | -24.4% | +46.3% | +22.9% |
| 6M | +51.5% | -39.2% | +90.7% | +54.3% |
| YTD | +38.1% | +35.5% | +2.6% | +31.2% |
| 1Y | +37.7% | +43.0% | -5.3% | +30.2% |
| 3Y | +179.6% | +196.3% | -16.7% | +141.4% |
| All | +516.7% | +206.4% | +310.3% | +395.3% |
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