+397.5%
CARR vs MTSI
+1,404.3%
-1,006.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.4% | +0.4% |
| 7D | -1.9% | +7.2% | -9.1% | -4.3% |
| 30D | -1.1% | -18.4% | +17.3% | +2.7% |
| 3M | -13.8% | -16.7% | +2.9% | -12.2% |
| 6M | -16.5% | -31.7% | +15.2% | -11.4% |
| YTD | +4.9% | +45.9% | -41.0% | -11.4% |
| 1Y | -2.7% | +47.0% | -49.7% | -18.2% |
| 3Y | +10.4% | +224.1% | -213.6% | -29.7% |
| 5Y | +7.7% | +238.5% | -230.8% | -34.9% |
| All | +397.5% | +1,404.3% | -1,006.8% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling