+61.7%
MTSI vs SPMO
+11.0%
+50.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.4% |
| 7D | -10.7% | -8.9% | -1.8% | +4.8% |
| 30D | -29.0% | -13.8% | -15.2% | -7.9% |
| 3M | -14.7% | -12.5% | -2.2% | +9.4% |
| 6M | -20.1% | -1.5% | -18.6% | -10.8% |
| YTD | +36.1% | +11.3% | +24.8% | +27.7% |
| 1Y | +61.7% | +11.5% | +50.3% | +52.8% |
| All | +61.7% | +11.0% | +50.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling