-13.1%
AON vs MTSI
+105.1%
-118.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -0.7% |
| 7D | -9.1% | +1.4% | -10.5% | -8.9% |
| 30D | -10.2% | +2.1% | -12.3% | -9.5% |
| 3M | +0.5% | -29.7% | +30.2% | -3.2% |
| 6M | -4.8% | +12.5% | -17.4% | -3.5% |
| YTD | -8.0% | +57.0% | -65.0% | -3.9% |
| 1Y | -13.1% | +103.9% | -117.0% | -7.4% |
| All | -13.1% | +105.1% | -118.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling