+1,214.3%
TMO vs MTSI
+1,104.2%
+110.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.0% | -5.1% | +2.6% |
| 7D | +5.7% | +3.5% | +2.2% | +4.9% |
| 30D | +9.7% | -30.3% | +40.0% | +14.4% |
| 3M | +21.6% | -26.0% | +47.6% | +24.9% |
| 6M | +55.5% | -36.1% | +91.6% | +61.1% |
| YTD | +24.9% | +34.3% | -9.4% | +14.5% |
| 1Y | +26.5% | +35.3% | -8.8% | +15.6% |
| 3Y | +64.0% | +217.6% | -153.6% | +27.7% |
| 5Y | +18.3% | +210.1% | -191.8% | -9.2% |
| 10Y | +388.2% | +471.4% | -83.2% | +209.5% |
| All | +1,214.3% | +1,104.2% | +110.1% | +641.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling