+646.4%
CAT vs MTSI
+1,120.6%
-474.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -5.0% |
| 7D | -17.1% | -10.7% | -6.5% | -14.9% |
| 30D | -30.1% | -29.0% | -1.1% | -24.7% |
| 3M | -32.4% | -14.7% | -17.7% | -30.7% |
| 6M | -32.1% | -20.1% | -12.0% | -29.6% |
| YTD | +4.1% | +36.1% | -32.0% | -4.2% |
| 1Y | +8.9% | +61.7% | -52.8% | -3.6% |
| 3Y | +155.5% | +210.7% | -55.2% | +93.6% |
| 5Y | +215.5% | +212.8% | +2.7% | +133.7% |
| 10Y | +788.9% | +519.2% | +269.7% | +404.1% |
| All | +646.4% | +1,120.6% | -474.1% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling