+146.5%
MTSI vs CART
+37.6%
+108.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.4% | -15.9% | -18.1% |
| 7D | -24.6% | +1.2% | -25.8% | -24.6% |
| 30D | -45.7% | +27.1% | -72.8% | -47.2% |
| 3M | -27.7% | +27.4% | -55.2% | -30.1% |
| 6M | -37.3% | +32.1% | -69.4% | -39.9% |
| YTD | +11.1% | +28.5% | -17.3% | +6.8% |
| 1Y | +27.2% | +58.8% | -31.6% | +16.2% |
| 3Y | +153.7% | +114.8% | +38.9% | +113.1% |
| All | +146.5% | +37.6% | +108.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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