+639.9%
MTSI vs OUST
-62.4%
+702.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | +1.4% | +5.2% | -3.8% | +0.5% |
| 30D | +2.1% | -19.3% | +21.3% | +5.8% |
| 3M | -29.7% | -22.6% | -7.1% | -27.7% |
| 6M | +12.5% | +62.8% | -50.2% | +1.6% |
| YTD | +57.0% | +68.3% | -11.3% | +39.7% |
| 1Y | +103.9% | +28.5% | +75.4% | +85.7% |
| 3Y | +223.6% | +554.0% | -330.5% | +101.6% |
| 5Y | +321.6% | -56.2% | +377.8% | +283.1% |
| All | +639.9% | -62.4% | +702.3% | +605.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling