+546.8%
ON vs MTSI
+498.4%
+48.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +1.0% |
| 7D | +17.0% | +29.1% | -12.1% | +1.8% |
| 30D | -3.9% | -20.4% | +16.5% | +6.5% |
| 3M | -11.5% | -20.9% | +9.4% | -3.3% |
| 6M | -29.2% | -32.3% | +3.1% | -15.4% |
| YTD | +36.2% | +43.5% | -7.3% | +6.9% |
| 1Y | +49.6% | +43.8% | +5.8% | +17.1% |
| 3Y | +9.4% | +218.8% | -209.3% | -45.4% |
| 5Y | +25.8% | +228.3% | -202.5% | -37.1% |
| All | +546.8% | +498.4% | +48.4% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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