+549.0%
ORCL vs MTSI
+1,308.1%
-759.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.4% |
| 7D | +5.3% | +1.4% | +3.9% | +5.0% |
| 30D | +10.0% | +2.1% | +7.9% | +9.0% |
| 3M | -32.6% | -29.7% | -2.9% | -28.7% |
| 6M | +4.9% | +12.5% | -7.6% | +0.8% |
| YTD | -17.8% | +57.0% | -74.8% | -26.1% |
| 1Y | -28.0% | +103.9% | -131.9% | -38.6% |
| 3Y | +36.0% | +223.6% | -187.6% | +6.7% |
| 5Y | +88.7% | +321.6% | -232.8% | +40.0% |
| 10Y | +346.9% | +517.7% | -170.8% | +177.9% |
| All | +549.0% | +1,308.1% | -759.1% | +246.6% |
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