+725.3%
CAT vs MTSI
+448.7%
+276.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.8% | -9.9% | -1.8% |
| 7D | -10.3% | -10.0% | -0.3% | -8.3% |
| 30D | -31.2% | -37.2% | +6.0% | -23.4% |
| 3M | -34.7% | -30.1% | -4.6% | -29.6% |
| 6M | -39.5% | -31.9% | -7.6% | -34.9% |
| YTD | -1.7% | +23.2% | -24.8% | -8.2% |
| 1Y | -1.1% | +26.4% | -27.5% | -8.4% |
| 3Y | +143.9% | +186.2% | -42.3% | +83.8% |
| 5Y | +194.8% | +187.0% | +7.7% | +116.8% |
| All | +725.3% | +448.7% | +276.6% | +356.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling