+468.8%
MTSI vs MOH
+339.2%
+129.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +10.0% | +0.2% | +9.8% | +9.9% |
| 30D | -20.3% | +0.1% | -20.5% | -20.5% |
| 3M | -24.4% | +1.8% | -26.3% | -25.1% |
| 6M | -39.2% | +9.1% | -48.3% | -40.8% |
| YTD | +35.5% | +20.7% | +14.8% | +27.2% |
| 1Y | +43.0% | +51.3% | -8.2% | +28.4% |
| 3Y | +196.3% | -42.0% | +238.2% | +208.0% |
| 5Y | +210.0% | -33.1% | +243.2% | +203.1% |
| All | +468.8% | +339.2% | +129.6% | +218.4% |
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