-28.0%
ORCL vs MTSI
+105.1%
-133.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.4% |
| 7D | +5.3% | +1.4% | +3.9% | +5.0% |
| 30D | +10.0% | +2.1% | +7.9% | +8.7% |
| 3M | -32.6% | -29.7% | -2.9% | -28.8% |
| 6M | +4.9% | +12.5% | -7.6% | -1.8% |
| YTD | -17.8% | +57.0% | -74.8% | -31.4% |
| 1Y | -28.0% | +103.9% | -131.9% | -45.4% |
| All | -28.0% | +105.1% | -133.0% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling