+688.3%
AON vs MTSI
+1,004.6%
-316.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.8% | -13.6% | -3.6% |
| 7D | +4.4% | -10.0% | +14.3% | +4.9% |
| 30D | +24.1% | -37.2% | +61.3% | +28.2% |
| 3M | -7.0% | -30.1% | +23.1% | -5.2% |
| 6M | +9.1% | -31.9% | +41.0% | +10.2% |
| YTD | -4.4% | +23.2% | -27.6% | -10.1% |
| 1Y | -0.8% | +26.4% | -27.2% | -7.1% |
| 3Y | +5.1% | +186.2% | -181.0% | -12.9% |
| 5Y | +20.4% | +187.0% | -166.6% | -1.9% |
| 10Y | +239.2% | +460.4% | -221.2% | +133.2% |
| All | +688.3% | +1,004.6% | -316.3% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling