+35.1%
CAVA vs MTSI
+243.3%
-208.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -3.9% |
| 7D | +0.7% | -10.0% | +10.7% | +2.5% |
| 30D | +13.6% | -37.2% | +50.8% | +25.5% |
| 3M | -4.9% | -30.1% | +25.1% | +0.8% |
| 6M | -33.9% | -31.9% | -2.0% | -32.1% |
| YTD | +0.8% | +23.2% | -22.4% | -21.1% |
| 1Y | +27.0% | +26.4% | +0.6% | -2.4% |
| 3Y | +73.1% | +186.2% | -113.1% | -18.5% |
| All | +35.1% | +243.3% | -208.2% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling