+867.2%
CAH vs MTSI
+1,208.2%
-341.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -0.8% |
| 7D | +5.9% | +7.2% | -1.3% | +4.8% |
| 30D | +16.5% | -18.4% | +35.0% | +18.1% |
| 3M | +15.7% | -16.7% | +32.4% | +16.5% |
| 6M | +52.7% | -31.7% | +84.4% | +55.7% |
| YTD | +36.3% | +45.9% | -9.6% | +26.4% |
| 1Y | +36.7% | +47.0% | -10.2% | +26.6% |
| 3Y | +178.2% | +224.1% | -45.9% | +128.0% |
| 5Y | +515.8% | +238.5% | +277.3% | +392.3% |
| 10Y | +411.8% | +512.7% | -100.9% | +243.1% |
| All | +867.2% | +1,208.2% | -341.0% | +493.9% |
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 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