+9.1%
AON vs MTSI
-31.6%
+40.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.8% | -13.6% | -0.8% |
| 7D | +4.4% | -10.0% | +14.3% | +3.0% |
| 30D | +24.1% | -37.2% | +61.3% | +15.2% |
| 3M | -7.0% | -30.1% | +23.1% | -10.8% |
| 6M | +9.1% | -31.9% | +41.0% | +2.6% |
| All | +9.1% | -31.6% | +40.7% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling