+759.7%
CAH vs MTSI
+1,308.1%
-548.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -0.9% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | +3.3% | +2.1% | +1.2% | +2.8% |
| 3M | +22.8% | -29.7% | +52.5% | +26.5% |
| 6M | +11.3% | +12.5% | -1.3% | +7.8% |
| YTD | +21.1% | +57.0% | -35.9% | +12.7% |
| 1Y | +67.2% | +103.9% | -36.7% | +50.3% |
| 3Y | +195.6% | +223.6% | -27.9% | +145.2% |
| 5Y | +413.8% | +321.6% | +92.3% | +304.1% |
| 10Y | +309.6% | +517.7% | -208.1% | +177.2% |
| All | +759.7% | +1,308.1% | -548.4% | +429.6% |
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