+91.4%
ORCL vs MTSI
+320.9%
-229.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.0% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +10.0% | +2.1% | +7.9% | +8.2% |
| 3M | -32.6% | -29.7% | -2.9% | -26.0% |
| 6M | +4.9% | +12.5% | -7.6% | -3.5% |
| YTD | -17.8% | +57.0% | -74.8% | -33.5% |
| 1Y | -28.0% | +103.9% | -131.9% | -47.6% |
| 3Y | +36.0% | +223.6% | -187.6% | -15.6% |
| All | +91.4% | +320.9% | -229.4% | +5.9% |
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