-31.1%
MTSI vs MOH
+12.7%
-43.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.4% | +8.9% | +10.7% |
| 7D | +7.2% | -7.6% | +14.8% | +5.2% |
| 30D | -18.4% | +2.4% | -20.8% | -17.1% |
| 3M | -16.7% | +7.6% | -24.3% | -14.8% |
| All | -31.1% | +12.7% | -43.8% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling