+30.6%
ORCL vs MTSI
+183.3%
-152.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | -2.7% |
| 7D | -11.2% | -10.0% | -1.2% | -8.5% |
| 30D | -18.8% | -37.2% | +18.4% | -6.7% |
| 3M | -18.8% | -30.1% | +11.3% | -10.6% |
| 6M | -39.7% | -31.9% | -7.8% | -34.9% |
| YTD | -39.6% | +23.2% | -62.8% | -48.1% |
| 1Y | -51.7% | +26.4% | -78.1% | -59.0% |
| 3Y | +10.2% | +186.2% | -175.9% | -29.9% |
| All | +30.6% | +183.3% | -152.7% | -22.4% |
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 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