+61.7%
MTSI vs MCO
+9.9%
+51.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | +1.8% |
| 7D | -10.7% | +10.7% | -21.4% | -5.1% |
| 30D | -29.0% | +17.9% | -46.9% | -21.9% |
| 3M | -14.7% | +9.5% | -24.2% | -8.8% |
| 6M | -20.1% | +18.1% | -38.1% | -12.3% |
| YTD | +36.1% | +4.1% | +32.0% | +50.5% |
| 1Y | +61.7% | +9.3% | +52.4% | +84.0% |
| All | +61.7% | +9.9% | +51.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling