+471.4%
MTSI vs OVV
+48.9%
+422.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | +3.5% | -10.7% | +14.3% | +6.3% |
| 30D | -30.3% | -5.3% | -25.0% | -29.5% |
| 3M | -26.0% | +2.4% | -28.4% | -26.9% |
| 6M | -36.1% | +5.7% | -41.7% | -37.6% |
| YTD | +34.3% | +56.8% | -22.5% | +18.0% |
| 1Y | +35.3% | +59.3% | -24.0% | +18.1% |
| 3Y | +217.6% | +49.0% | +168.7% | +177.8% |
| 5Y | +210.1% | +88.1% | +122.0% | +146.4% |
| 10Y | +471.4% | +42.5% | +428.9% | +259.9% |
| All | +471.4% | +48.9% | +422.6% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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