+483.8%
OKE vs MTSI
+1,308.1%
-824.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +9.4% | +2.1% | +7.3% | +8.3% |
| 3M | +8.6% | -29.7% | +38.3% | +14.1% |
| 6M | +15.3% | +12.5% | +2.8% | +9.0% |
| YTD | +34.8% | +57.0% | -22.2% | +18.4% |
| 1Y | +35.3% | +103.9% | -68.7% | +11.7% |
| 3Y | +69.5% | +223.6% | -154.1% | +23.4% |
| 5Y | +135.2% | +321.6% | -186.4% | +58.6% |
| 10Y | +261.7% | +517.7% | -256.0% | +99.3% |
| All | +483.8% | +1,308.1% | -824.3% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling