+451.4%
MO vs MTSI
+1,308.1%
-856.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.3% |
| 30D | +0.6% | +2.1% | -1.4% | +0.4% |
| 3M | -1.0% | -29.7% | +28.8% | +0.1% |
| 6M | +4.3% | +12.5% | -8.2% | +3.1% |
| YTD | +23.3% | +57.0% | -33.7% | +19.8% |
| 1Y | +10.5% | +103.9% | -93.5% | +5.9% |
| 3Y | +96.3% | +223.6% | -127.3% | +80.9% |
| 5Y | +98.9% | +321.6% | -222.7% | +78.5% |
| 10Y | +103.6% | +517.7% | -414.1% | +69.8% |
| All | +451.4% | +1,308.1% | -856.7% | +339.4% |
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