+22.8%
TMO vs MTSI
+41.9%
-19.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -0.2% |
| 7D | +1.6% | +7.2% | -5.5% | +1.3% |
| 30D | +8.4% | -18.4% | +26.8% | +7.2% |
| 3M | +18.7% | -16.7% | +35.4% | +17.6% |
| 6M | +58.9% | -31.7% | +90.6% | +56.8% |
| YTD | +24.2% | +45.9% | -21.7% | +16.4% |
| 1Y | +22.8% | +47.0% | -24.2% | +15.5% |
| All | +22.8% | +41.9% | -19.1% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling