+135.5%
MO vs MTSI
+512.4%
-376.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.0% | -9.4% | -0.6% |
| 7D | -1.8% | +3.5% | -5.3% | -1.9% |
| 30D | +5.8% | -30.3% | +36.1% | +6.6% |
| 3M | +12.7% | -26.0% | +38.7% | +13.2% |
| 6M | +14.8% | -36.1% | +50.8% | +15.7% |
| YTD | +37.8% | +34.3% | +3.6% | +34.2% |
| 1Y | +39.5% | +35.3% | +4.2% | +35.6% |
| 3Y | +136.1% | +217.6% | -81.6% | +115.3% |
| 5Y | +148.5% | +210.1% | -61.6% | +124.4% |
| 10Y | +135.5% | +471.4% | -335.9% | +84.3% |
| All | +135.5% | +512.4% | -376.8% | +84.3% |
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