+6.8%
TMO vs MTSI
+331.9%
-325.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.1% |
| 7D | +0.4% | +4.9% | -4.5% | -0.3% |
| 30D | +1.5% | -11.6% | +13.1% | +3.0% |
| 3M | +28.5% | -24.1% | +52.6% | +32.7% |
| 6M | +20.4% | +32.4% | -12.1% | +10.1% |
| YTD | +4.3% | +60.4% | -56.2% | -9.2% |
| 1Y | +24.1% | +111.0% | -86.9% | +0.8% |
| 3Y | +17.5% | +246.1% | -228.7% | -20.8% |
| 5Y | +6.8% | +340.3% | -333.5% | -36.6% |
| All | +6.8% | +331.9% | -325.1% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling