+333.8%
TMO vs MTSI
+571.2%
-237.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.1% |
| 7D | -0.5% | +11.1% | -11.6% | -2.0% |
| 30D | +1.0% | -3.7% | +4.7% | +1.2% |
| 3M | +22.7% | -20.2% | +43.0% | +25.3% |
| 6M | +19.0% | +30.8% | -11.8% | +11.5% |
| YTD | +4.7% | +67.0% | -62.3% | -6.2% |
| 1Y | +26.0% | +120.4% | -94.4% | +7.3% |
| 3Y | +18.0% | +260.4% | -242.4% | -9.8% |
| 5Y | +8.0% | +356.3% | -348.3% | -21.8% |
| 10Y | +333.8% | +581.1% | -247.3% | +162.1% |
| All | +333.8% | +571.2% | -237.4% | +162.1% |
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