+451.3%
MTSI vs XYL
+129.0%
+322.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.1% | +12.2% |
| 7D | -10.0% | +5.9% | -15.9% | -13.5% |
| 30D | -37.2% | -3.9% | -33.3% | -37.5% |
| 3M | -30.1% | -18.7% | -11.4% | -22.8% |
| 6M | -31.9% | -16.9% | -15.0% | -26.9% |
| YTD | +23.2% | -27.4% | +50.5% | +43.6% |
| 1Y | +26.4% | -34.0% | +60.4% | +57.5% |
| 3Y | +186.2% | +5.6% | +180.6% | +158.8% |
| 5Y | +187.0% | -20.6% | +207.6% | +204.9% |
| All | +451.3% | +129.0% | +322.3% | +262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling