+407.6%
ORCL vs MTSI
+1,120.6%
-713.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -14.4% | -10.7% | -3.7% | -12.4% |
| 30D | -12.8% | -29.0% | +16.2% | -7.1% |
| 3M | -14.8% | -14.7% | -0.1% | -12.9% |
| 6M | -30.9% | -20.1% | -10.8% | -29.1% |
| YTD | -35.7% | +36.1% | -71.8% | -40.8% |
| 1Y | -49.5% | +61.7% | -111.2% | -55.1% |
| 3Y | +18.6% | +210.7% | -192.0% | -6.0% |
| 5Y | +38.4% | +212.8% | -174.4% | +7.6% |
| 10Y | +275.2% | +519.2% | -244.0% | +134.3% |
| All | +407.6% | +1,120.6% | -713.0% | +177.8% |
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