+183.6%
MTSI vs OTIS
+4.5%
+179.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +11.1% |
| 7D | -10.0% | +4.2% | -14.2% | -11.8% |
| 30D | -37.2% | +20.1% | -57.3% | -43.0% |
| 3M | -30.1% | +7.6% | -37.7% | -33.2% |
| 6M | -31.9% | +4.2% | -36.1% | -34.1% |
| YTD | +23.2% | -8.1% | +31.3% | +27.1% |
| 1Y | +26.4% | -11.5% | +37.9% | +33.3% |
| 3Y | +186.2% | +3.8% | +182.4% | +145.3% |
| All | +183.6% | +4.5% | +179.1% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling