+1,128.1%
MTSI vs ONTO
+658.6%
+469.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | 0.0% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | +2.1% | -2.9% | +5.0% | +2.6% |
| 3M | -29.7% | -2.5% | -27.3% | -30.4% |
| 6M | +12.5% | +28.2% | -15.7% | -5.3% |
| YTD | +57.0% | +69.8% | -12.8% | +11.9% |
| 1Y | +103.9% | +162.9% | -59.0% | +11.7% |
| 3Y | +223.6% | +95.9% | +127.6% | +79.6% |
| 5Y | +321.6% | +244.5% | +77.1% | +49.8% |
| All | +1,128.1% | +658.6% | +469.5% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling