+61.7%
MTSI vs OTIS
-9.8%
+71.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | +0.6% |
| 7D | -10.7% | +9.5% | -20.1% | -7.3% |
| 30D | -29.0% | +21.1% | -50.1% | -24.9% |
| 3M | -14.7% | +9.0% | -23.7% | -10.3% |
| 6M | -20.1% | +6.4% | -26.5% | -15.4% |
| YTD | +36.1% | -7.1% | +43.2% | +44.8% |
| 1Y | +61.7% | -10.1% | +71.9% | +70.2% |
| All | +61.7% | -9.8% | +71.5% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling