+20.8%
CAVA vs MTSI
+35.9%
-15.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.5% |
| 7D | -1.6% | +10.0% | -11.5% | -1.6% |
| 30D | +12.9% | -20.3% | +33.2% | +12.9% |
| 3M | -19.3% | -24.4% | +5.1% | -19.2% |
| 6M | -19.5% | -39.2% | +19.7% | -18.2% |
| YTD | -0.8% | +35.5% | -36.3% | -3.5% |
| 1Y | +20.8% | +43.0% | -22.2% | +16.1% |
| All | +20.8% | +35.9% | -15.1% | +16.1% |
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