+158.2%
MTSI vs OVV
+35.0%
+123.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.5% | -17.6% |
| 7D | -24.6% | -14.9% | -9.7% | -21.3% |
| 30D | -45.7% | -0.9% | -44.8% | -45.6% |
| 3M | -27.7% | +5.6% | -33.3% | -29.5% |
| 6M | -37.3% | -2.5% | -34.8% | -37.7% |
| YTD | +11.1% | +57.8% | -46.7% | -9.7% |
| 1Y | +27.2% | +70.1% | -42.9% | -0.5% |
| All | +158.2% | +35.0% | +123.2% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling