+72.8%
MTSI vs CAI
-14.7%
+87.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.8% | -1.7% | -5.0% |
| 7D | +10.0% | -8.7% | +18.7% | +11.4% |
| 30D | -20.3% | -23.8% | +3.5% | -16.5% |
| 3M | -24.4% | +3.9% | -28.3% | -23.1% |
| 6M | -39.2% | +56.8% | -96.0% | -40.3% |
| YTD | +35.5% | -14.6% | +50.1% | +30.8% |
| 1Y | +43.0% | -5.2% | +48.2% | +39.0% |
| All | +72.8% | -14.7% | +87.4% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling