+7.8%
ON vs MTSI
+183.3%
-175.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -7.0% |
| 7D | -11.7% | -10.0% | -1.7% | -6.2% |
| 30D | -23.3% | -37.2% | +13.9% | +2.9% |
| 3M | -19.2% | -30.1% | +10.9% | -2.0% |
| 6M | -40.1% | -31.9% | -8.2% | -26.5% |
| YTD | +16.9% | +23.2% | -6.3% | -11.2% |
| 1Y | +29.7% | +26.4% | +3.3% | -4.4% |
| 3Y | -4.4% | +186.2% | -190.6% | -70.1% |
| All | +7.8% | +183.3% | -175.5% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling