+455.2%
OKE vs MTSI
+1,115.0%
-659.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +2.0% |
| 7D | +5.4% | +10.0% | -4.6% | +3.4% |
| 30D | -1.3% | -20.3% | +19.0% | +1.6% |
| 3M | -2.0% | -24.4% | +22.4% | +0.9% |
| 6M | +3.4% | -39.2% | +42.6% | +9.2% |
| YTD | +28.2% | +35.5% | -7.3% | +13.4% |
| 1Y | +35.7% | +43.0% | -7.4% | +18.5% |
| 3Y | +61.0% | +196.3% | -135.3% | +16.9% |
| 5Y | +85.8% | +210.0% | -124.2% | +30.4% |
| 10Y | +242.1% | +469.1% | -227.0% | +88.5% |
| All | +455.2% | +1,115.0% | -659.8% | +174.5% |
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 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