+554.1%
MTSI vs SPMO
+527.1%
+27.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.5% |
| 7D | +4.9% | +3.4% | +1.5% | +0.3% |
| 30D | -11.6% | +0.5% | -12.1% | -11.6% |
| 3M | -24.1% | +1.9% | -26.0% | -24.4% |
| 6M | +32.4% | +27.8% | +4.6% | -1.5% |
| YTD | +60.4% | +26.7% | +33.8% | +20.7% |
| 1Y | +111.0% | +28.9% | +82.1% | +56.3% |
| 3Y | +246.1% | +160.7% | +85.5% | +7.7% |
| 5Y | +340.3% | +150.2% | +190.1% | +45.9% |
| All | +554.1% | +527.1% | +27.1% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling