+19.9%
CAVA vs MTSI
+59.5%
-39.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.7% |
| 7D | +14.2% | -10.7% | +24.9% | +14.0% |
| 30D | +14.6% | -29.0% | +43.6% | +14.2% |
| 3M | -2.3% | -14.7% | +12.4% | -2.1% |
| 6M | -30.5% | -20.1% | -10.4% | -30.1% |
| YTD | +5.6% | +36.1% | -30.5% | +9.3% |
| 1Y | +19.9% | +61.7% | -41.9% | +27.9% |
| All | +19.9% | +59.5% | -39.6% | +27.9% |
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