+520.9%
MO vs MTSI
+1,085.8%
-564.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -0.8% | -3.8% | +3.0% | -0.7% |
| 30D | +6.5% | -31.4% | +37.9% | +7.5% |
| 3M | +18.3% | -23.8% | +42.1% | +18.8% |
| 6M | +15.6% | -37.1% | +52.6% | +16.6% |
| YTD | +38.8% | +32.2% | +6.6% | +35.2% |
| 1Y | +41.6% | +26.9% | +14.7% | +38.1% |
| 3Y | +138.2% | +193.7% | -55.5% | +119.1% |
| 5Y | +150.5% | +218.0% | -67.6% | +126.9% |
| 10Y | +146.1% | +477.8% | -331.7% | +104.6% |
| All | +520.9% | +1,085.8% | -564.8% | +395.6% |
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 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