+451.3%
MTSI vs OMC
+52.3%
+399.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.7% | +11.1% |
| 7D | -10.0% | +6.3% | -16.3% | -11.9% |
| 30D | -37.2% | +15.4% | -52.6% | -40.6% |
| 3M | -30.1% | +5.8% | -35.8% | -32.3% |
| 6M | -31.9% | +14.7% | -46.6% | -37.0% |
| YTD | +23.2% | +10.3% | +12.9% | +13.8% |
| 1Y | +26.4% | +23.2% | +3.2% | +10.4% |
| 3Y | +186.2% | +24.6% | +161.5% | +142.3% |
| 5Y | +187.0% | +50.1% | +137.0% | +119.4% |
| All | +451.3% | +52.3% | +399.0% | +306.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling