+334.8%
MTSI vs OSCR
-9.0%
+343.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | -11.5% | +10.7% | -22.2% | -12.5% |
| 3M | -26.6% | +13.4% | -40.0% | -28.0% |
| 6M | +23.5% | +144.6% | -121.0% | +10.9% |
| YTD | +60.5% | +128.0% | -67.5% | +44.6% |
| 1Y | +109.7% | +68.7% | +41.1% | +93.2% |
| 3Y | +247.8% | +398.8% | -150.9% | +165.3% |
| 5Y | +328.4% | +87.3% | +241.1% | +240.5% |
| All | +334.8% | -9.0% | +343.7% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling