+61.7%
MTSI vs OMC
+24.5%
+37.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | +1.2% |
| 7D | -10.7% | +12.5% | -23.2% | -5.9% |
| 30D | -29.0% | +16.3% | -45.3% | -24.2% |
| 3M | -14.7% | +8.1% | -22.8% | -10.7% |
| 6M | -20.1% | +17.2% | -37.2% | -13.4% |
| YTD | +36.1% | +11.8% | +24.4% | +47.2% |
| 1Y | +61.7% | +23.9% | +37.8% | +82.4% |
| All | +61.7% | +24.5% | +37.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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