+1,208.8%
MTSI vs MOH
+516.3%
+692.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +2.1% | +2.9% | -0.8% | +1.5% |
| 3M | -29.7% | +4.1% | -33.9% | -30.6% |
| 6M | +12.5% | +33.8% | -21.3% | +5.7% |
| YTD | +57.0% | +15.7% | +41.3% | +49.4% |
| 1Y | +103.9% | +17.5% | +86.4% | +91.5% |
| 3Y | +223.6% | -35.3% | +258.9% | +225.4% |
| 5Y | +321.6% | -26.9% | +348.5% | +306.1% |
| 10Y | +517.7% | +262.9% | +254.8% | +307.8% |
| All | +1,208.8% | +516.3% | +692.4% | +671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling