+451.3%
MTSI vs OVV
+50.1%
+401.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.5% | +11.0% |
| 7D | -10.0% | -16.7% | +6.7% | -6.0% |
| 30D | -37.2% | -1.5% | -35.7% | -37.0% |
| 3M | -30.1% | +1.6% | -31.6% | -30.7% |
| 6M | -31.9% | +2.0% | -33.9% | -33.0% |
| YTD | +23.2% | +56.8% | -33.6% | +8.2% |
| 1Y | +26.4% | +64.8% | -38.4% | +9.4% |
| 3Y | +186.2% | +38.3% | +147.9% | +154.4% |
| 5Y | +187.0% | +84.9% | +102.2% | +128.8% |
| All | +451.3% | +50.1% | +401.2% | +245.9% |
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