+1,512.7%
MTSI vs OTIS
+93.9%
+1,418.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.9% |
| 7D | +4.9% | -0.8% | +5.6% | +5.2% |
| 30D | -11.6% | -4.7% | -6.9% | -9.7% |
| 3M | -24.1% | +1.2% | -25.3% | -25.1% |
| 6M | +32.4% | -20.5% | +52.9% | +46.9% |
| YTD | +60.4% | -18.4% | +78.9% | +74.9% |
| 1Y | +111.0% | -18.1% | +129.1% | +128.8% |
| 3Y | +246.1% | -10.6% | +256.7% | +244.2% |
| 5Y | +340.3% | -16.1% | +356.4% | +341.7% |
| All | +1,512.7% | +93.9% | +1,418.7% | +1,206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling