+1,208.8%
MTSI vs OVV
-7.8%
+1,216.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.8% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +2.1% | +11.7% | -9.6% | -0.5% |
| 3M | -29.7% | +9.8% | -39.5% | -31.5% |
| 6M | +12.5% | +26.6% | -14.0% | +5.5% |
| YTD | +57.0% | +67.0% | -10.0% | +37.9% |
| 1Y | +103.9% | +55.9% | +48.0% | +81.5% |
| 3Y | +223.6% | +45.5% | +178.1% | +187.7% |
| 5Y | +321.6% | +157.3% | +164.2% | +219.8% |
| 10Y | +517.7% | +65.0% | +452.7% | +277.6% |
| All | +1,208.8% | -7.8% | +1,216.5% | +734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling