+228.3%
MTSI vs MCO
+36.8%
+191.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +29.1% | -1.7% | +30.8% | +30.0% |
| 30D | -20.4% | +9.1% | -29.5% | -23.7% |
| 3M | -20.9% | +6.2% | -27.1% | -23.9% |
| 6M | -32.3% | +12.6% | -44.9% | -38.2% |
| YTD | +43.5% | -0.2% | +43.7% | +38.7% |
| 1Y | +43.8% | +4.1% | +39.7% | +34.9% |
| 3Y | +218.8% | +50.6% | +168.1% | +125.4% |
| 5Y | +228.3% | +36.2% | +192.1% | +145.7% |
| All | +228.3% | +36.8% | +191.6% | +145.7% |
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