+158.2%
MTSI vs OUST
+537.2%
-379.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.0% | -9.3% | -16.6% |
| 7D | -24.6% | -5.0% | -19.5% | -23.7% |
| 30D | -45.7% | -32.0% | -13.7% | -41.6% |
| 3M | -27.7% | -32.4% | +4.6% | -22.3% |
| 6M | -37.3% | +6.7% | -44.0% | -38.3% |
| YTD | +11.1% | +41.0% | -29.9% | +3.6% |
| 1Y | +27.2% | +18.0% | +9.2% | +21.2% |
| All | +158.2% | +537.2% | -379.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling