+111.0%
MTSI vs OMC
+5.6%
+105.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +1.7% |
| 7D | +4.9% | -5.8% | +10.6% | +3.2% |
| 30D | -11.6% | -4.8% | -6.8% | -12.7% |
| 3M | -24.1% | +9.2% | -33.3% | -21.6% |
| 6M | +32.4% | -2.5% | +34.9% | +34.5% |
| YTD | +60.4% | +2.6% | +57.9% | +65.1% |
| 1Y | +111.0% | +5.9% | +105.0% | +120.2% |
| All | +111.0% | +5.6% | +105.4% | +120.2% |
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