+1,208.8%
MTSI vs MCO
+1,291.7%
-82.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.8% |
| 7D | +1.4% | -4.2% | +5.5% | +4.0% |
| 30D | +2.1% | +2.2% | -0.1% | -0.1% |
| 3M | -29.7% | +10.1% | -39.8% | -35.7% |
| 6M | +12.5% | +5.3% | +7.3% | +4.8% |
| YTD | +57.0% | -2.7% | +59.8% | +52.0% |
| 1Y | +103.9% | -0.4% | +104.3% | +92.5% |
| 3Y | +223.6% | +49.0% | +174.5% | +128.0% |
| 5Y | +321.6% | +33.6% | +287.9% | +214.6% |
| 10Y | +517.7% | +395.3% | +122.4% | +101.9% |
| All | +1,208.8% | +1,291.7% | -82.9% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling