+558.4%
MTSI vs MOH
+257.3%
+301.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.2% | -8.0% | -5.3% |
| 7D | +4.8% | -1.3% | +6.1% | +5.0% |
| 30D | -9.2% | +3.0% | -12.1% | -9.7% |
| 3M | -23.1% | +1.2% | -24.3% | -23.7% |
| 6M | +23.5% | +41.7% | -18.2% | +15.1% |
| YTD | +59.1% | +15.4% | +43.6% | +51.6% |
| 1Y | +106.9% | +11.8% | +95.1% | +96.5% |
| 3Y | +243.2% | -37.5% | +280.7% | +248.1% |
| 5Y | +324.5% | -20.6% | +345.2% | +296.1% |
| All | +558.4% | +257.3% | +301.0% | +345.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling