+1,115.9%
MTSI vs MCO
+1,351.9%
-236.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +9.8% |
| 7D | +7.2% | -2.5% | +9.7% | +9.1% |
| 30D | -18.4% | +9.4% | -27.9% | -23.4% |
| 3M | -16.7% | +8.3% | -25.0% | -22.0% |
| 6M | -31.7% | +15.4% | -47.1% | -40.3% |
| YTD | +45.9% | +1.5% | +44.4% | +36.1% |
| 1Y | +47.0% | +5.4% | +41.6% | +33.5% |
| 3Y | +224.1% | +53.1% | +171.0% | +123.1% |
| 5Y | +238.5% | +39.4% | +199.1% | +143.9% |
| 10Y | +512.7% | +463.0% | +49.7% | +84.7% |
| All | +1,115.9% | +1,351.9% | -236.1% | +155.6% |
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 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