+144.0%
OKE vs MTSI
+331.9%
-187.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | +1.9% | +4.9% | -3.0% | +1.1% |
| 30D | +12.8% | -11.6% | +24.4% | +14.7% |
| 3M | +11.9% | -24.1% | +36.0% | +15.8% |
| 6M | +14.9% | +32.4% | -17.6% | +4.6% |
| YTD | +37.7% | +60.4% | -22.7% | +18.8% |
| 1Y | +44.1% | +111.0% | -66.9% | +15.1% |
| 3Y | +75.3% | +246.1% | -170.9% | +17.4% |
| 5Y | +144.0% | +340.3% | -196.3% | +42.6% |
| All | +144.0% | +331.9% | -187.8% | +42.6% |
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