-4.9%
ON vs MTSI
+153.8%
-158.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -18.4% | +6.8% | -0.8% |
| 7D | -16.3% | -24.6% | +8.3% | -1.8% |
| 30D | -27.0% | -45.7% | +18.7% | +2.7% |
| 3M | -18.1% | -27.7% | +9.7% | -5.7% |
| 6M | -38.6% | -37.3% | -1.3% | -21.5% |
| YTD | +16.4% | +11.1% | +5.2% | +3.2% |
| 1Y | +25.8% | +27.2% | -1.4% | +0.7% |
| All | -4.9% | +153.8% | -158.7% | -60.3% |
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