-32.3%
MTSI vs MCO
+13.2%
-45.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -3.4% |
| 7D | +29.1% | -1.7% | +30.8% | +26.6% |
| 30D | -20.4% | +9.1% | -29.5% | -10.0% |
| 3M | -20.9% | +6.2% | -27.1% | -12.3% |
| 6M | -32.3% | +12.6% | -44.9% | -15.3% |
| All | -32.3% | +13.2% | -45.4% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling