+1,208.8%
MTSI vs OMC
+165.0%
+1,043.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.5% |
| 7D | +1.4% | -6.4% | +7.8% | +4.1% |
| 30D | +2.1% | +1.1% | +1.0% | +1.2% |
| 3M | -29.7% | +10.4% | -40.1% | -33.8% |
| 6M | +12.5% | -1.7% | +14.2% | +10.9% |
| YTD | +57.0% | +4.4% | +52.6% | +47.9% |
| 1Y | +103.9% | +8.4% | +95.5% | +86.0% |
| 3Y | +223.6% | +14.4% | +209.2% | +180.8% |
| 5Y | +321.6% | +33.9% | +287.7% | +229.1% |
| 10Y | +517.7% | +34.9% | +482.9% | +351.4% |
| All | +1,208.8% | +165.0% | +1,043.8% | +578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling