+394.0%
CARR vs MTSI
+1,297.1%
-903.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +1.1% |
| 7D | +3.5% | +10.0% | -6.5% | +0.8% |
| 30D | +0.4% | -20.3% | +20.7% | +4.8% |
| 3M | -14.1% | -24.4% | +10.3% | -10.2% |
| 6M | -16.7% | -39.2% | +22.5% | -8.9% |
| YTD | +4.2% | +35.5% | -31.3% | -10.4% |
| 1Y | -0.2% | +43.0% | -43.2% | -15.7% |
| 3Y | +10.9% | +196.3% | -185.4% | -27.8% |
| 5Y | +3.9% | +210.0% | -206.2% | -35.9% |
| All | +394.0% | +1,297.1% | -903.1% | +189.5% |
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