-37.3%
MTSI vs CART
+35.2%
-72.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.4% | -15.9% | -18.7% |
| 7D | -24.6% | +1.2% | -25.8% | -24.4% |
| 30D | -45.7% | +27.1% | -72.8% | -42.3% |
| 3M | -27.7% | +27.4% | -55.2% | -23.8% |
| 6M | -37.3% | +32.1% | -69.4% | -32.4% |
| All | -37.3% | +35.2% | -72.5% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling