+153.7%
CAT vs MTSI
+210.0%
-56.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -6.3% | -3.8% | -2.5% | -5.6% |
| 30D | -26.8% | -31.4% | +4.6% | -17.7% |
| 3M | -30.0% | -23.8% | -6.3% | -24.7% |
| 6M | -34.6% | -37.1% | +2.5% | -25.6% |
| YTD | +2.9% | +32.2% | -29.3% | -9.2% |
| 1Y | +3.3% | +26.9% | -23.7% | -7.8% |
| 3Y | +153.7% | +193.7% | -40.1% | +64.4% |
| All | +153.7% | +210.0% | -56.3% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling