+3.6%
AON vs MTSI
+203.6%
-199.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.0% | +1.1% |
| 7D | +1.0% | +10.0% | -8.9% | +1.8% |
| 30D | +23.2% | -20.3% | +43.5% | +22.0% |
| 3M | -5.0% | -24.4% | +19.4% | -5.8% |
| 6M | +9.3% | -39.2% | +48.5% | +8.2% |
| YTD | -3.4% | +35.5% | -38.9% | -5.0% |
| 1Y | -2.9% | +43.0% | -45.9% | -4.7% |
| 3Y | +3.6% | +196.3% | -192.6% | -5.8% |
| All | +3.6% | +203.6% | -199.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling