+864.9%
CAH vs MTSI
+1,085.8%
-220.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +9.4% | -3.8% | +13.3% | +9.5% |
| 30D | +16.5% | -31.4% | +47.9% | +20.3% |
| 3M | +17.0% | -23.8% | +40.7% | +18.9% |
| 6M | +51.4% | -37.1% | +88.5% | +55.7% |
| YTD | +36.0% | +32.2% | +3.7% | +27.4% |
| 1Y | +36.0% | +26.9% | +9.1% | +27.9% |
| 3Y | +177.5% | +193.7% | -16.3% | +129.9% |
| 5Y | +509.2% | +218.0% | +291.1% | +389.9% |
| 10Y | +408.1% | +477.8% | -69.6% | +242.6% |
| All | +864.9% | +1,085.8% | -220.9% | +498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling