+31.0%
CAVA vs MTSI
+299.9%
-268.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -4.4% | +29.1% | -33.5% | -10.2% |
| 30D | +8.2% | -20.4% | +28.7% | +12.8% |
| 3M | -17.4% | -20.9% | +3.5% | -14.9% |
| 6M | -25.7% | -32.3% | +6.6% | -21.4% |
| YTD | -2.3% | +43.5% | -45.8% | -26.3% |
| 1Y | +17.6% | +43.8% | -26.2% | -11.9% |
| 3Y | +84.6% | +218.8% | -134.2% | -13.9% |
| All | +31.0% | +299.9% | -268.9% | -48.2% |
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