+26.9%
MTSI vs XYL
-35.2%
+62.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.6% |
| 7D | -3.8% | +0.6% | -4.4% | -3.8% |
| 30D | -31.4% | -5.7% | -25.7% | -31.6% |
| 3M | -23.8% | -19.8% | -4.0% | -21.2% |
| 6M | -37.1% | -14.2% | -22.9% | -37.6% |
| YTD | +32.2% | -28.1% | +60.3% | +35.3% |
| 1Y | +26.9% | -35.0% | +61.9% | +50.9% |
| All | +26.9% | -35.2% | +62.1% | +50.9% |
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