+120.4%
MTSI vs CAKE
+76.5%
+44.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.5% | +4.1% |
| 7D | +11.1% | -4.6% | +15.7% | +11.0% |
| 30D | -3.7% | -6.6% | +2.9% | -3.8% |
| 3M | -20.2% | +52.9% | -73.2% | -21.4% |
| 6M | +30.8% | +65.7% | -34.9% | +26.8% |
| YTD | +67.0% | +107.8% | -40.8% | +64.5% |
| 1Y | +120.4% | +78.5% | +42.0% | +103.7% |
| All | +120.4% | +76.5% | +44.0% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling