+480.4%
MTSI vs OUST
-64.1%
+544.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +14.0% | -3.2% | +8.3% |
| 7D | -10.0% | +17.0% | -27.0% | -12.4% |
| 30D | -37.2% | -16.5% | -20.7% | -35.1% |
| 3M | -30.1% | -23.7% | -6.4% | -26.6% |
| 6M | -31.9% | +18.4% | -50.3% | -34.9% |
| YTD | +23.2% | +60.8% | -37.6% | +10.7% |
| 1Y | +26.4% | +44.2% | -17.8% | +15.4% |
| 3Y | +186.2% | +668.1% | -481.9% | +75.1% |
| 5Y | +187.0% | -48.8% | +235.9% | +155.3% |
| All | +480.4% | -64.1% | +544.5% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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