+9.3%
CAT vs MTSI
+35.9%
-26.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.7% | +1.2% |
| 7D | +7.4% | +10.0% | -2.6% | +3.4% |
| 30D | -19.7% | -20.3% | +0.7% | -13.7% |
| 3M | -29.6% | -24.4% | -5.2% | -23.6% |
| 6M | -33.2% | -39.2% | +6.0% | -21.6% |
| YTD | +5.7% | +35.5% | -29.8% | -9.1% |
| 1Y | +9.3% | +43.0% | -33.7% | -8.0% |
| All | +9.3% | +35.9% | -26.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling