+201.9%
MTSI vs CART
+41.0%
+160.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -10.7% | +1.4% | -12.0% | -10.8% |
| 30D | -29.0% | +29.7% | -58.7% | -31.1% |
| 3M | -14.7% | +29.7% | -44.4% | -17.7% |
| 6M | -20.1% | +36.8% | -56.9% | -23.8% |
| YTD | +36.1% | +31.7% | +4.5% | +30.4% |
| 1Y | +61.7% | +62.4% | -0.6% | +47.3% |
| 3Y | +210.7% | +120.1% | +90.6% | +160.1% |
| All | +201.9% | +41.0% | +160.9% | +150.0% |
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