+26.4%
MTSI vs OUST
+32.6%
-6.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +14.0% | -3.2% | +6.3% |
| 7D | -10.0% | +17.0% | -27.0% | -14.2% |
| 30D | -37.2% | -16.5% | -20.7% | -33.9% |
| 3M | -30.1% | -23.7% | -6.4% | -24.8% |
| 6M | -31.9% | +18.4% | -50.3% | -34.5% |
| YTD | +23.2% | +60.8% | -37.6% | +4.3% |
| 1Y | +26.4% | +44.2% | -17.8% | +11.8% |
| All | +26.4% | +32.6% | -6.2% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling