+1,208.8%
MTSI vs CAKE
+355.8%
+853.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +1.4% | -4.0% | +5.4% | +2.7% |
| 30D | +2.1% | +2.4% | -0.3% | +1.1% |
| 3M | -29.7% | +69.0% | -98.7% | -41.7% |
| 6M | +12.5% | +69.3% | -56.7% | -7.1% |
| YTD | +57.0% | +115.8% | -58.7% | +19.1% |
| 1Y | +103.9% | +79.3% | +24.6% | +63.4% |
| 3Y | +223.6% | +262.0% | -38.5% | +100.4% |
| 5Y | +321.6% | +165.7% | +155.9% | +177.3% |
| 10Y | +517.7% | +158.9% | +358.8% | +239.9% |
| All | +1,208.8% | +355.8% | +853.0% | +469.2% |
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