+326.0%
CAT vs MTSI
+320.9%
+5.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.7% | +0.5% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | -6.6% | +2.1% | -8.6% | -8.0% |
| 3M | -13.3% | -29.7% | +16.4% | -3.4% |
| 6M | +11.6% | +12.5% | -0.9% | +5.4% |
| YTD | +42.9% | +57.0% | -14.1% | +20.7% |
| 1Y | +95.4% | +103.9% | -8.5% | +50.9% |
| 3Y | +196.6% | +223.6% | -27.0% | +88.1% |
| All | +326.0% | +320.9% | +5.1% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling