+564.3%
MTSI vs MCO
+393.6%
+170.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.1% |
| 7D | +2.2% | -3.8% | +6.0% | +4.7% |
| 30D | -11.5% | -0.4% | -11.1% | -12.0% |
| 3M | -26.6% | +7.7% | -34.4% | -32.2% |
| 6M | +23.5% | +7.0% | +16.5% | +13.0% |
| YTD | +60.5% | -6.4% | +66.9% | +58.9% |
| 1Y | +109.7% | -7.6% | +117.4% | +107.9% |
| 3Y | +247.8% | +43.2% | +204.6% | +141.5% |
| 5Y | +328.4% | +29.6% | +298.8% | +214.8% |
| All | +564.3% | +393.6% | +170.7% | +66.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling