+71.2%
MTSI vs CAI
-5.3%
+76.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.8% |
| 7D | +3.5% | -20.3% | +23.9% | +7.2% |
| 30D | -30.3% | -13.9% | -16.4% | -28.0% |
| 3M | -26.0% | +12.4% | -38.4% | -25.6% |
| 6M | -36.1% | +58.3% | -94.4% | -38.0% |
| YTD | +34.3% | -5.2% | +39.5% | +27.8% |
| 1Y | +35.3% | -0.2% | +35.4% | +29.1% |
| All | +71.2% | -5.3% | +76.5% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling