+111.0%
MTSI vs CAI
-28.5%
+139.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -11.6% | +9.1% | -20.7% | -12.5% |
| 3M | -24.1% | +53.8% | -77.8% | -27.9% |
| 6M | +32.4% | +33.5% | -1.1% | +26.1% |
| YTD | +60.4% | -8.0% | +68.4% | +45.8% |
| 1Y | +111.0% | -28.7% | +139.7% | +91.7% |
| All | +111.0% | -28.5% | +139.5% | +91.7% |
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 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