+320.4%
MTSI vs OMC
+33.9%
+286.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.2% |
| 7D | +1.4% | -6.4% | +7.8% | +3.2% |
| 30D | +2.1% | +1.1% | +1.0% | +1.5% |
| 3M | -29.7% | +10.4% | -40.1% | -32.7% |
| 6M | +12.5% | -1.7% | +14.2% | +11.9% |
| YTD | +57.0% | +4.4% | +52.6% | +51.2% |
| 1Y | +103.9% | +8.4% | +95.5% | +90.8% |
| 3Y | +223.6% | +14.4% | +209.2% | +185.0% |
| All | +320.4% | +33.9% | +286.5% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling