+372.4%
ORCL vs MTSI
+896.6%
-524.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -18.4% | +11.4% | -3.4% |
| 7D | -17.5% | -24.6% | +7.1% | -12.9% |
| 30D | -20.2% | -45.7% | +25.6% | -10.6% |
| 3M | -19.9% | -27.7% | +7.8% | -15.6% |
| 6M | -37.4% | -37.3% | -0.1% | -32.9% |
| YTD | -40.1% | +11.1% | -51.3% | -42.8% |
| 1Y | -53.4% | +27.2% | -80.5% | -56.7% |
| 3Y | +10.4% | +153.7% | -143.3% | -9.2% |
| 5Y | +29.8% | +159.0% | -129.2% | +4.5% |
| 10Y | +249.2% | +405.6% | -156.4% | +126.4% |
| All | +372.4% | +896.6% | -524.2% | +168.4% |
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 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