+196.3%
MTSI vs XYL
-0.5%
+196.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.6% |
| 7D | +10.0% | -3.7% | +13.7% | +11.6% |
| 30D | -20.3% | -8.3% | -12.0% | -19.2% |
| 3M | -24.4% | -21.4% | -3.0% | -16.2% |
| 6M | -39.2% | -12.9% | -26.2% | -37.9% |
| YTD | +35.5% | -30.1% | +65.6% | +59.0% |
| 1Y | +43.0% | -35.2% | +78.2% | +78.6% |
| 3Y | +196.3% | -0.8% | +197.0% | +154.0% |
| All | +196.3% | -0.5% | +196.7% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling