+340.3%
MTSI vs MCO
+31.5%
+308.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.3% |
| 7D | +4.9% | -2.7% | +7.6% | +6.1% |
| 30D | -11.6% | +0.9% | -12.5% | -12.5% |
| 3M | -24.1% | +8.7% | -32.7% | -29.0% |
| 6M | +32.4% | +2.4% | +30.0% | +26.9% |
| YTD | +60.4% | -5.2% | +65.6% | +59.5% |
| 1Y | +111.0% | -4.4% | +115.4% | +107.0% |
| 3Y | +246.1% | +45.1% | +201.0% | +149.6% |
| 5Y | +340.3% | +31.5% | +308.8% | +232.6% |
| All | +340.3% | +31.5% | +308.8% | +232.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling