+39.5%
OXY vs MTSI
+41.9%
-2.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +1.3% |
| 7D | -0.2% | +7.2% | -7.3% | +0.5% |
| 30D | -6.4% | -18.4% | +12.1% | -7.9% |
| 3M | -2.6% | -16.7% | +14.1% | -3.5% |
| 6M | +4.8% | -31.7% | +36.5% | +1.9% |
| YTD | +41.2% | +45.9% | -4.7% | +52.2% |
| 1Y | +39.5% | +47.0% | -7.5% | +50.0% |
| All | +39.5% | +41.9% | -2.4% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling