+388.1%
TMO vs MTSI
+539.0%
-150.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.5% |
| 7D | +1.6% | +7.2% | -5.5% | +0.3% |
| 30D | +8.4% | -18.4% | +26.8% | +10.6% |
| 3M | +18.7% | -16.7% | +35.4% | +19.9% |
| 6M | +58.9% | -31.7% | +90.6% | +63.1% |
| YTD | +24.2% | +45.9% | -21.7% | +11.9% |
| 1Y | +22.8% | +47.0% | -24.2% | +10.4% |
| 3Y | +61.6% | +224.1% | -162.5% | +23.7% |
| 5Y | +15.3% | +238.5% | -223.2% | -14.1% |
| 10Y | +388.1% | +512.7% | -124.6% | +197.8% |
| All | +388.1% | +539.0% | -150.9% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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