+16.3%
AON vs MTSI
+320.9%
-304.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.3% |
| 7D | -9.1% | +1.4% | -10.5% | -9.1% |
| 30D | -10.2% | +2.1% | -12.3% | -10.4% |
| 3M | +0.5% | -29.7% | +30.2% | +1.8% |
| 6M | -4.8% | +12.5% | -17.4% | -7.5% |
| YTD | -8.0% | +57.0% | -65.0% | -13.7% |
| 1Y | -13.1% | +103.9% | -117.0% | -21.2% |
| 3Y | -1.3% | +223.6% | -224.9% | -19.8% |
| All | +16.3% | +320.9% | -304.6% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling