+248.2%
MTSI vs CART
+21.6%
+226.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.6% |
| 7D | +1.4% | +1.0% | +0.3% | +1.2% |
| 30D | +2.1% | +12.6% | -10.5% | +0.2% |
| 3M | -29.7% | +23.1% | -52.8% | -32.0% |
| 6M | +12.5% | +39.5% | -27.0% | +5.6% |
| YTD | +57.0% | +13.5% | +43.5% | +53.3% |
| 1Y | +103.9% | +14.9% | +89.1% | +97.8% |
| All | +248.2% | +21.6% | +226.7% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling