-3.7%
OXY vs MTSI
+1,308.1%
-1,311.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.6% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | +11.6% | +2.1% | +9.5% | +10.5% |
| 3M | +2.8% | -29.7% | +32.5% | +8.1% |
| 6M | +13.0% | +12.5% | +0.5% | +6.6% |
| YTD | +47.4% | +57.0% | -9.6% | +28.8% |
| 1Y | +31.5% | +103.9% | -72.4% | +7.8% |
| 3Y | -1.9% | +223.6% | -225.5% | -29.8% |
| 5Y | +148.0% | +321.6% | -173.6% | +63.7% |
| 10Y | +2.3% | +517.7% | -515.4% | -44.9% |
| All | -3.7% | +1,308.1% | -1,311.8% | -54.2% |
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