+452.4%
ON vs MTSI
+448.7%
+3.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -5.2% |
| 7D | -11.7% | -10.0% | -1.7% | -7.3% |
| 30D | -23.3% | -37.2% | +13.9% | -3.8% |
| 3M | -19.2% | -30.1% | +10.9% | -5.7% |
| 6M | -40.1% | -31.9% | -8.2% | -29.1% |
| YTD | +16.9% | +23.2% | -6.3% | -0.4% |
| 1Y | +29.7% | +26.4% | +3.3% | +8.6% |
| 3Y | -4.4% | +186.2% | -190.6% | -49.4% |
| 5Y | +7.1% | +187.0% | -180.0% | -42.3% |
| All | +452.4% | +448.7% | +3.7% | +72.7% |
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