+356.3%
MTSI vs MOH
-26.3%
+382.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.2% |
| 7D | +11.1% | -4.2% | +15.3% | +11.2% |
| 30D | -3.7% | -2.4% | -1.3% | -3.6% |
| 3M | -20.2% | -4.4% | -15.8% | -20.2% |
| 6M | +30.8% | +32.9% | -2.1% | +28.5% |
| YTD | +67.0% | +11.9% | +55.2% | +64.7% |
| 1Y | +120.4% | +6.9% | +113.5% | +117.4% |
| 3Y | +260.4% | -39.4% | +299.8% | +260.1% |
| 5Y | +356.3% | -25.0% | +381.2% | +327.0% |
| All | +356.3% | -26.3% | +382.6% | +327.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling