+340.3%
MTSI vs CAKE
+168.2%
+172.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +4.9% | -1.1% | +5.9% | +5.2% |
| 30D | -11.6% | +0.4% | -12.0% | -12.0% |
| 3M | -24.1% | +59.9% | -84.0% | -36.2% |
| 6M | +32.4% | +75.1% | -42.6% | +6.9% |
| YTD | +60.4% | +115.0% | -54.6% | +19.8% |
| 1Y | +111.0% | +81.6% | +29.4% | +66.6% |
| 3Y | +246.1% | +279.1% | -33.0% | +101.2% |
| 5Y | +340.3% | +170.6% | +169.7% | +166.7% |
| All | +340.3% | +168.2% | +172.1% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling