-13.1%
CAVA vs MTSI
+107.6%
-120.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | -8.0% | +2.2% | -10.2% | -8.1% |
| 30D | -19.6% | -11.5% | -8.0% | -19.2% |
| 3M | -36.7% | -26.6% | -10.0% | -35.4% |
| 6M | -30.6% | +23.5% | -54.1% | -32.8% |
| YTD | -4.8% | +60.5% | -65.3% | -9.8% |
| 1Y | -13.1% | +109.7% | -122.9% | -23.9% |
| All | -13.1% | +107.6% | -120.8% | -23.9% |
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