+8.6%
CARR vs MTSI
+181.3%
-172.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -3.9% |
| 7D | -2.3% | -10.0% | +7.7% | -0.6% |
| 30D | -4.4% | -37.2% | +32.8% | +5.1% |
| 3M | -17.8% | -30.1% | +12.3% | -12.8% |
| 6M | -22.2% | -31.9% | +9.7% | -18.4% |
| YTD | +0.7% | +23.2% | -22.5% | -11.1% |
| 1Y | -5.9% | +26.4% | -32.3% | -17.9% |
| 3Y | +8.6% | +186.2% | -177.6% | -33.5% |
| All | +8.6% | +181.3% | -172.7% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling