+320.4%
MTSI vs XYL
-17.7%
+338.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.8% |
| 7D | +1.4% | -5.0% | +6.4% | +4.7% |
| 30D | +2.1% | -13.2% | +15.3% | +11.5% |
| 3M | -29.7% | -3.7% | -26.0% | -29.2% |
| 6M | +12.5% | -17.7% | +30.2% | +26.0% |
| YTD | +57.0% | -21.5% | +78.5% | +79.9% |
| 1Y | +103.9% | -24.5% | +128.4% | +140.8% |
| 3Y | +223.6% | +6.9% | +216.6% | +195.9% |
| All | +320.4% | -17.7% | +338.1% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling