+7.4%
ON vs MTSI
+211.6%
-204.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.0% | +0.1% | +3.9% |
| 7D | -1.4% | +3.5% | -4.9% | -4.1% |
| 30D | -10.9% | -30.3% | +19.5% | +7.9% |
| 3M | -14.9% | -26.0% | +11.1% | -2.3% |
| 6M | -33.0% | -36.1% | +3.1% | -14.9% |
| YTD | +27.6% | +34.3% | -6.7% | +1.1% |
| 1Y | +44.5% | +35.3% | +9.2% | +13.2% |
| 3Y | +7.4% | +217.6% | -210.2% | -59.7% |
| All | +7.4% | +211.6% | -204.2% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling