+0.7%
OXY vs MTSI
+203.6%
-202.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.8% |
| 7D | +4.2% | +10.0% | -5.8% | +3.7% |
| 30D | -4.3% | -20.3% | +16.0% | -3.6% |
| 3M | +2.3% | -24.4% | +26.7% | +3.1% |
| 6M | +5.5% | -39.2% | +44.7% | +7.6% |
| YTD | +44.9% | +35.5% | +9.4% | +33.1% |
| 1Y | +42.6% | +43.0% | -0.4% | +29.5% |
| 3Y | +0.7% | +196.3% | -195.5% | -24.6% |
| All | +0.7% | +203.6% | -202.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling