+196.3%
MTSI vs OMC
+29.7%
+166.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.6% |
| 7D | +10.0% | +1.9% | +8.1% | +10.0% |
| 30D | -20.3% | +12.2% | -32.5% | -20.6% |
| 3M | -24.4% | +0.6% | -25.0% | -24.0% |
| 6M | -39.2% | +21.0% | -60.2% | -40.6% |
| YTD | +35.5% | +12.4% | +23.1% | +34.4% |
| 1Y | +43.0% | +25.4% | +17.6% | +35.8% |
| 3Y | +196.3% | +29.2% | +167.1% | +142.1% |
| All | +196.3% | +29.7% | +166.6% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling