+218.0%
MTSI vs ONTO
+122.9%
+95.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.5% |
| 7D | -3.8% | -2.4% | -1.4% | -2.2% |
| 30D | -31.4% | -32.9% | +1.6% | -14.3% |
| 3M | -23.8% | -32.2% | +8.5% | -5.5% |
| 6M | -37.1% | -30.6% | -6.4% | -24.2% |
| YTD | +32.2% | +25.1% | +7.1% | +15.9% |
| 1Y | +26.9% | +40.0% | -13.1% | +4.9% |
| 3Y | +193.7% | +45.7% | +148.0% | +107.4% |
| 5Y | +218.0% | +128.8% | +89.3% | +55.7% |
| All | +218.0% | +122.9% | +95.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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