+192.1%
CAT vs MTSI
+153.3%
+38.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -18.4% | +12.0% | -0.1% |
| 7D | -14.5% | -24.6% | +10.1% | -6.4% |
| 30D | -35.7% | -45.7% | +10.0% | -21.8% |
| 3M | -36.3% | -27.7% | -8.5% | -30.6% |
| 6M | -38.5% | -37.3% | -1.2% | -30.2% |
| YTD | -2.5% | +11.1% | -13.7% | -8.9% |
| 1Y | -1.9% | +27.2% | -29.1% | -12.4% |
| 3Y | +139.2% | +153.7% | -14.5% | +63.3% |
| 5Y | +192.1% | +159.0% | +33.2% | +76.8% |
| All | +192.1% | +153.3% | +38.8% | +76.8% |
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