+61.7%
MTSI vs MOH
+53.5%
+8.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.9% | -9.9% | 0.0% |
| 7D | -10.7% | +14.3% | -24.9% | -9.2% |
| 30D | -29.0% | +16.7% | -45.7% | -27.8% |
| 3M | -14.7% | +18.3% | -33.0% | -13.3% |
| 6M | -20.1% | +15.8% | -35.9% | -18.7% |
| YTD | +36.1% | +30.5% | +5.6% | +37.4% |
| 1Y | +61.7% | +49.3% | +12.5% | +66.3% |
| All | +61.7% | +53.5% | +8.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling