+863.4%
MTSI vs ONTO
+390.5%
+472.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +11.1% | -0.2% | +4.4% |
| 7D | -10.0% | -14.0% | +4.0% | -1.3% |
| 30D | -37.2% | -43.1% | +5.9% | -12.5% |
| 3M | -30.1% | -35.5% | +5.5% | -10.0% |
| 6M | -31.9% | -41.1% | +9.2% | -9.7% |
| YTD | +23.2% | +9.8% | +13.4% | +13.8% |
| 1Y | +26.4% | +31.5% | -5.1% | +5.2% |
| 3Y | +186.2% | +45.2% | +141.0% | +90.1% |
| 5Y | +187.0% | +86.7% | +100.3% | +49.7% |
| All | +863.4% | +390.5% | +472.9% | +147.0% |
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