+29.8%
ORCL vs MTSI
+153.3%
-123.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -18.4% | +11.4% | -1.0% |
| 7D | -17.5% | -24.6% | +7.1% | -9.8% |
| 30D | -20.2% | -45.7% | +25.6% | -3.6% |
| 3M | -19.9% | -27.7% | +7.8% | -12.9% |
| 6M | -37.4% | -37.3% | -0.1% | -30.4% |
| YTD | -40.1% | +11.1% | -51.3% | -46.7% |
| 1Y | -53.4% | +27.2% | -80.5% | -60.7% |
| 3Y | +10.4% | +153.7% | -143.3% | -26.9% |
| 5Y | +29.8% | +159.0% | -129.2% | -20.3% |
| All | +29.8% | +153.3% | -123.6% | -20.3% |
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