+145.5%
MO vs MTSI
+203.6%
-58.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +0.4% |
| 7D | +3.3% | +10.0% | -6.7% | +4.3% |
| 30D | +7.5% | -20.3% | +27.9% | +5.9% |
| 3M | +22.8% | -24.4% | +47.2% | +21.0% |
| 6M | +13.4% | -39.2% | +52.5% | +11.3% |
| YTD | +43.0% | +35.5% | +7.5% | +48.3% |
| 1Y | +45.2% | +43.0% | +2.2% | +51.4% |
| 3Y | +145.5% | +196.3% | -50.7% | +158.5% |
| All | +145.5% | +203.6% | -58.0% | +158.5% |
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