+43.0%
MTSI vs CAKE
+141.9%
-98.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -5.7% |
| 7D | +10.0% | +2.5% | +7.5% | +9.9% |
| 30D | -20.3% | -3.1% | -17.3% | -20.0% |
| 3M | -24.4% | -2.2% | -22.2% | -24.2% |
| 6M | -39.2% | +94.1% | -133.2% | -43.6% |
| YTD | +35.5% | +119.4% | -83.9% | +25.8% |
| 1Y | +43.0% | +141.4% | -98.3% | +33.3% |
| All | +43.0% | +141.9% | -98.8% | +33.3% |
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