+320.4%
MTSI vs OTIS
-15.5%
+335.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | +2.1% | -2.0% | +4.1% | +3.1% |
| 3M | -29.7% | +2.6% | -32.3% | -31.4% |
| 6M | +12.5% | -20.9% | +33.5% | +27.3% |
| YTD | +57.0% | -17.1% | +74.1% | +71.8% |
| 1Y | +103.9% | -15.9% | +119.8% | +120.1% |
| 3Y | +223.6% | -12.7% | +236.3% | +215.7% |
| All | +320.4% | -15.5% | +335.9% | +282.3% |
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