+1,029.2%
MTSI vs CAKE
+363.5%
+665.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.4% |
| 7D | +10.0% | +2.5% | +7.5% | +9.2% |
| 30D | -20.3% | -3.1% | -17.3% | -19.8% |
| 3M | -24.4% | -2.2% | -22.2% | -24.5% |
| 6M | -39.2% | +94.1% | -133.2% | -52.1% |
| YTD | +35.5% | +119.4% | -83.9% | +1.7% |
| 1Y | +43.0% | +141.4% | -98.3% | +3.6% |
| 3Y | +196.3% | +273.6% | -77.3% | +81.1% |
| 5Y | +210.0% | +177.7% | +32.4% | +100.9% |
| 10Y | +469.1% | +131.9% | +337.2% | +232.5% |
| All | +1,029.2% | +363.5% | +665.7% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling