+1,017.0%
TMO vs MTSI
+1,308.1%
-291.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.2% |
| 7D | -1.4% | +1.4% | -2.7% | -1.6% |
| 30D | +6.2% | +2.1% | +4.1% | +5.4% |
| 3M | +27.5% | -29.7% | +57.2% | +32.4% |
| 6M | +20.0% | +12.5% | +7.4% | +15.1% |
| YTD | +6.1% | +57.0% | -50.9% | -3.7% |
| 1Y | +25.8% | +103.9% | -78.1% | +9.1% |
| 3Y | +11.2% | +223.6% | -212.4% | -12.5% |
| 5Y | +9.6% | +321.6% | -312.0% | -18.5% |
| 10Y | +317.8% | +517.7% | -199.9% | +164.7% |
| All | +1,017.0% | +1,308.1% | -291.1% | +524.2% |
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