+558.4%
MTSI vs CAKE
+151.6%
+406.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -4.1% |
| 7D | +4.8% | -5.6% | +10.4% | +6.6% |
| 30D | -9.2% | -10.5% | +1.4% | -6.4% |
| 3M | -23.1% | +43.6% | -66.8% | -32.0% |
| 6M | +23.5% | +63.0% | -39.5% | +4.3% |
| YTD | +59.1% | +102.9% | -43.8% | +25.3% |
| 1Y | +106.9% | +75.6% | +31.2% | +69.2% |
| 3Y | +243.2% | +257.7% | -14.6% | +120.9% |
| 5Y | +324.5% | +156.0% | +168.5% | +190.9% |
| All | +558.4% | +151.6% | +406.8% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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