+712.5%
CAT vs MTSI
+512.4%
+200.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.0% | -1.8% | +5.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.6% |
| 30D | -25.0% | -30.3% | +5.3% | -18.7% |
| 3M | -28.7% | -26.0% | -2.7% | -24.3% |
| 6M | -33.0% | -36.1% | +3.1% | -26.7% |
| YTD | +5.4% | +34.3% | -28.9% | -3.6% |
| 1Y | +7.3% | +35.3% | -28.0% | -2.2% |
| 3Y | +166.0% | +217.6% | -51.6% | +96.0% |
| 5Y | +210.1% | +210.1% | 0.0% | +124.1% |
| 10Y | +712.5% | +471.4% | +241.1% | +350.2% |
| All | +712.5% | +512.4% | +200.2% | +350.2% |
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