+61.7%
MTSI vs XYL
-30.7%
+92.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -0.8% |
| 7D | -10.7% | +14.5% | -25.2% | -10.4% |
| 30D | -29.0% | -1.3% | -27.7% | -29.1% |
| 3M | -14.7% | -17.0% | +2.3% | -11.5% |
| 6M | -20.1% | -11.3% | -8.8% | -20.5% |
| YTD | +36.1% | -25.0% | +61.1% | +40.1% |
| 1Y | +61.7% | -31.5% | +93.3% | +93.8% |
| All | +61.7% | -30.7% | +92.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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