+652.6%
MTSI vs SPMO
+484.3%
+168.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.4% | +4.6% | +3.0% |
| 7D | +3.5% | -1.9% | +5.5% | +8.0% |
| 30D | -30.3% | -14.1% | -16.2% | -12.2% |
| 3M | -26.0% | -13.1% | -12.9% | -6.9% |
| 6M | -36.1% | -9.4% | -26.7% | -22.3% |
| YTD | +34.3% | +9.5% | +24.8% | +27.9% |
| 1Y | +35.3% | +10.5% | +24.8% | +28.0% |
| 3Y | +217.6% | +124.4% | +93.2% | +28.5% |
| 5Y | +210.1% | +110.5% | +99.6% | +37.1% |
| 10Y | +471.4% | +450.3% | +21.2% | +17.8% |
| All | +652.6% | +484.3% | +168.3% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling