+383.2%
CARR vs MTSI
+1,263.5%
-880.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -4.3% | -3.8% | -0.4% | -3.9% |
| 30D | -4.2% | -31.4% | +27.2% | +4.0% |
| 3M | -16.1% | -23.8% | +7.7% | -12.5% |
| 6M | -20.1% | -37.1% | +17.0% | -13.4% |
| YTD | +1.9% | +32.2% | -30.3% | -11.8% |
| 1Y | -6.1% | +26.9% | -33.0% | -17.9% |
| 3Y | +7.3% | +193.7% | -186.5% | -30.0% |
| 5Y | +4.4% | +218.0% | -213.7% | -35.8% |
| All | +383.2% | +1,263.5% | -880.3% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling