+97.5%
OXY vs MTSI
+206.4%
-108.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.1% |
| 7D | +4.2% | +10.0% | -5.8% | +3.1% |
| 30D | -4.3% | -20.3% | +16.0% | -2.7% |
| 3M | +2.3% | -24.4% | +26.7% | +4.1% |
| 6M | +5.5% | -39.2% | +44.7% | +9.5% |
| YTD | +44.9% | +35.5% | +9.4% | +29.4% |
| 1Y | +42.6% | +43.0% | -0.4% | +25.6% |
| 3Y | +0.7% | +196.3% | -195.5% | -28.4% |
| All | +97.5% | +206.4% | -108.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling