+29.1%
CAVA vs MTSI
+365.6%
-336.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.2% | -7.2% |
| 7D | -8.5% | +11.1% | -19.6% | -11.4% |
| 30D | -8.2% | -3.7% | -4.6% | -7.7% |
| 3M | -25.9% | -20.2% | -5.7% | -22.0% |
| 6M | -30.9% | +30.8% | -61.7% | -41.7% |
| YTD | -3.7% | +67.0% | -70.8% | -28.3% |
| 1Y | -13.4% | +120.4% | -133.9% | -44.9% |
| 3Y | +44.2% | +260.4% | -216.2% | -32.9% |
| All | +29.1% | +365.6% | -336.5% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling