+233.8%
MTSI vs MOH
-33.2%
+267.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.4% | +8.9% | +10.3% |
| 7D | +7.2% | -7.6% | +14.8% | +7.3% |
| 30D | -18.4% | +2.4% | -20.8% | -18.4% |
| 3M | -16.7% | +7.6% | -24.3% | -16.8% |
| 6M | -31.7% | +13.0% | -44.7% | -32.0% |
| YTD | +45.9% | +20.6% | +25.3% | +43.7% |
| 1Y | +47.0% | +45.8% | +1.2% | +43.5% |
| 3Y | +224.1% | -41.6% | +265.6% | +232.8% |
| All | +233.8% | -33.2% | +267.0% | +223.3% |
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 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