+134.5%
MO vs MTSI
+181.3%
-46.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -0.9% |
| 7D | -2.4% | -10.0% | +7.5% | -3.1% |
| 30D | +9.7% | -37.2% | +46.9% | +5.8% |
| 3M | +14.1% | -30.1% | +44.2% | +11.6% |
| 6M | +11.9% | -31.9% | +43.8% | +10.3% |
| YTD | +38.4% | +23.2% | +15.2% | +42.1% |
| 1Y | +41.9% | +26.4% | +15.5% | +46.2% |
| 3Y | +134.5% | +186.2% | -51.6% | +147.6% |
| All | +134.5% | +181.3% | -46.8% | +147.6% |
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 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