+423.7%
MTSI vs OUST
-68.5%
+492.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.0% | -9.3% | -16.7% |
| 7D | -24.6% | -5.0% | -19.5% | -23.8% |
| 30D | -45.7% | -32.0% | -13.7% | -41.8% |
| 3M | -27.7% | -32.4% | +4.6% | -22.5% |
| 6M | -37.3% | +6.7% | -44.0% | -38.9% |
| YTD | +11.1% | +41.0% | -29.9% | +2.3% |
| 1Y | +27.2% | +18.0% | +9.2% | +19.9% |
| 3Y | +153.7% | +560.6% | -406.9% | +59.3% |
| 5Y | +159.0% | -55.1% | +214.1% | +135.8% |
| All | +423.7% | -68.5% | +492.2% | +416.8% |
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