+558.4%
MTSI vs MCO
+385.7%
+172.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -3.8% |
| 7D | +4.8% | -7.3% | +12.1% | +9.9% |
| 30D | -9.2% | -1.7% | -7.5% | -8.8% |
| 3M | -23.1% | +3.9% | -27.0% | -27.3% |
| 6M | +23.5% | +3.8% | +19.7% | +15.3% |
| YTD | +59.1% | -7.9% | +67.0% | +59.1% |
| 1Y | +106.9% | -6.8% | +113.7% | +103.2% |
| 3Y | +243.2% | +40.9% | +202.2% | +140.7% |
| 5Y | +324.5% | +27.5% | +297.0% | +215.3% |
| All | +558.4% | +385.7% | +172.6% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling