+209.2%
AON vs MTSI
+529.6%
-320.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.4% |
| 7D | -3.2% | +4.9% | -8.1% | -3.6% |
| 30D | -11.9% | -11.6% | -0.3% | -11.1% |
| 3M | -2.9% | -24.1% | +21.2% | -1.3% |
| 6M | -6.8% | +32.4% | -39.3% | -11.1% |
| YTD | -10.1% | +60.4% | -70.5% | -16.3% |
| 1Y | -14.2% | +111.0% | -125.2% | -23.0% |
| 3Y | -3.3% | +246.1% | -249.4% | -20.2% |
| 5Y | +13.6% | +340.3% | -326.7% | -10.6% |
| 10Y | +209.2% | +539.5% | -330.3% | +112.1% |
| All | +209.2% | +529.6% | -320.4% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling