+106.9%
MTSI vs MCO
-7.0%
+113.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -5.4% |
| 7D | +4.8% | -7.3% | +12.1% | +1.8% |
| 30D | -9.2% | -1.7% | -7.5% | -9.6% |
| 3M | -23.1% | +3.9% | -27.0% | -22.3% |
| 6M | +23.5% | +3.8% | +19.7% | +25.0% |
| YTD | +59.1% | -7.9% | +67.0% | +61.7% |
| 1Y | +106.9% | -6.8% | +113.7% | +113.0% |
| All | +106.9% | -7.0% | +113.9% | +113.0% |
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