-7.3%
CARR vs MTSI
+119.6%
-126.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.8% |
| 7D | +0.6% | +11.1% | -10.4% | -1.5% |
| 30D | -8.7% | -3.7% | -5.0% | -8.3% |
| 3M | -18.4% | -20.2% | +1.9% | -15.4% |
| 6M | -0.6% | +30.8% | -31.4% | -6.8% |
| YTD | +10.9% | +67.0% | -56.1% | +0.5% |
| 1Y | -7.3% | +120.4% | -127.7% | -19.8% |
| All | -7.3% | +119.6% | -126.9% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling