+386.1%
CARR vs MTSI
+1,284.7%
-898.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | -0.5% |
| 7D | -3.3% | +3.5% | -6.9% | -4.8% |
| 30D | -3.6% | -30.3% | +26.7% | +4.2% |
| 3M | -16.3% | -26.0% | +9.7% | -12.0% |
| 6M | -19.6% | -36.1% | +16.5% | -13.2% |
| YTD | +2.5% | +34.3% | -31.8% | -11.6% |
| 1Y | -5.8% | +35.3% | -41.1% | -19.2% |
| 3Y | +10.2% | +217.6% | -207.4% | -29.7% |
| 5Y | +4.7% | +210.1% | -205.4% | -35.3% |
| All | +386.1% | +1,284.7% | -898.6% | +185.9% |
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