+246.1%
MTSI vs MCO
+44.0%
+202.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.8% |
| 7D | +4.9% | -2.7% | +7.6% | +5.6% |
| 30D | -11.6% | +0.9% | -12.5% | -12.1% |
| 3M | -24.1% | +8.7% | -32.7% | -27.5% |
| 6M | +32.4% | +2.4% | +30.0% | +29.1% |
| YTD | +60.4% | -5.2% | +65.6% | +62.0% |
| 1Y | +111.0% | -4.4% | +115.4% | +110.7% |
| 3Y | +246.1% | +45.1% | +201.0% | +172.2% |
| All | +246.1% | +44.0% | +202.2% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling