-37.3%
MTSI vs ONTO
-48.9%
+11.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -15.6% | -2.8% | -8.0% |
| 7D | -24.6% | -29.7% | +5.1% | -4.9% |
| 30D | -45.7% | -50.3% | +4.6% | -15.4% |
| 3M | -27.7% | -43.5% | +15.7% | +3.8% |
| 6M | -37.3% | -48.9% | +11.6% | -5.7% |
| All | -37.3% | -48.9% | +11.6% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling