+61.7%
MTSI vs CAI
+12.6%
+49.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -10.7% | -6.3% | -4.4% | -10.2% |
| 30D | -29.0% | +9.3% | -38.3% | -29.3% |
| 3M | -14.7% | +106.3% | -121.0% | -20.9% |
| 6M | -20.1% | +77.7% | -97.8% | -25.3% |
| YTD | +36.1% | +23.1% | +13.0% | +15.9% |
| 1Y | +61.7% | +6.5% | +55.2% | +31.4% |
| All | +61.7% | +12.6% | +49.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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