+325.4%
MTSI vs OSCR
-10.4%
+335.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +1.4% | +5.8% | -4.5% | +0.8% |
| 30D | +2.1% | +7.1% | -5.0% | +1.1% |
| 3M | -29.7% | +36.7% | -66.4% | -32.4% |
| 6M | +12.5% | +114.3% | -101.8% | +2.5% |
| YTD | +57.0% | +124.4% | -67.4% | +41.8% |
| 1Y | +103.9% | +75.5% | +28.5% | +87.0% |
| 3Y | +223.6% | +390.1% | -166.6% | +147.3% |
| 5Y | +321.6% | +77.1% | +244.5% | +237.3% |
| All | +325.4% | -10.4% | +335.8% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling