+780.1%
MTSI vs SPMO
+572.4%
+207.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +1.4% |
| 7D | +1.4% | +2.0% | -0.6% | -1.2% |
| 30D | +2.1% | -0.4% | +2.4% | +3.1% |
| 3M | -29.7% | -1.9% | -27.8% | -26.3% |
| 6M | +12.5% | +25.0% | -12.5% | -13.2% |
| YTD | +57.0% | +26.0% | +31.0% | +19.7% |
| 1Y | +103.9% | +28.7% | +75.2% | +52.4% |
| 3Y | +223.6% | +160.9% | +62.7% | +3.3% |
| 5Y | +321.6% | +147.9% | +173.6% | +45.1% |
| 10Y | +517.7% | +518.9% | -1.2% | +2.8% |
| All | +780.1% | +572.4% | +207.6% | +37.1% |
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