+441.9%
CARR vs MTSI
+1,519.2%
-1,077.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | -8.7% | +2.1% | -10.8% | -10.1% |
| 3M | -12.6% | -29.7% | +17.2% | -5.2% |
| 6M | -1.5% | +12.5% | -14.1% | -7.4% |
| YTD | +14.3% | +57.0% | -42.7% | -3.0% |
| 1Y | -4.6% | +103.9% | -108.5% | -25.7% |
| 3Y | +7.3% | +223.6% | -216.2% | -29.9% |
| 5Y | +11.6% | +321.6% | -309.9% | -34.1% |
| All | +441.9% | +1,519.2% | -1,077.3% | +213.7% |
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