+535.7%
ON vs MTSI
+454.4%
+81.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.5% |
| 7D | -4.1% | -3.8% | -0.3% | -2.7% |
| 30D | -10.2% | -31.4% | +21.2% | +7.5% |
| 3M | -12.7% | -23.8% | +11.0% | -2.7% |
| 6M | -32.5% | -37.1% | +4.5% | -16.1% |
| YTD | +28.6% | +32.2% | -3.7% | +5.6% |
| 1Y | +43.4% | +26.9% | +16.5% | +19.9% |
| 3Y | +3.3% | +193.7% | -190.4% | -46.1% |
| 5Y | +22.5% | +218.0% | -195.5% | -37.3% |
| 10Y | +535.7% | +477.8% | +58.0% | +100.0% |
| All | +535.7% | +454.4% | +81.3% | +100.0% |
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