+436.5%
CARR vs MTSI
+1,554.4%
-1,117.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.6% |
| 7D | +3.2% | +4.9% | -1.6% | +1.9% |
| 30D | -7.7% | -11.6% | +3.9% | -5.0% |
| 3M | -11.9% | -24.1% | +12.1% | -6.4% |
| 6M | +2.0% | +32.4% | -30.4% | -8.2% |
| YTD | +13.2% | +60.4% | -47.3% | -4.5% |
| 1Y | -8.5% | +111.0% | -119.5% | -29.4% |
| 3Y | +5.0% | +246.1% | -241.2% | -32.7% |
| 5Y | +12.0% | +340.3% | -328.3% | -34.5% |
| All | +436.5% | +1,554.4% | -1,117.9% | +208.7% |
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 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