+183.6%
MTSI vs XYL
-21.3%
+204.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.1% | +12.0% |
| 7D | -10.0% | +5.9% | -15.9% | -13.1% |
| 30D | -37.2% | -3.9% | -33.3% | -37.5% |
| 3M | -30.1% | -18.7% | -11.4% | -22.9% |
| 6M | -31.9% | -16.9% | -15.0% | -27.0% |
| YTD | +23.2% | -27.4% | +50.5% | +43.5% |
| 1Y | +26.4% | -34.0% | +60.4% | +58.1% |
| 3Y | +186.2% | +5.6% | +180.6% | +154.7% |
| All | +183.6% | -21.3% | +204.9% | +191.6% |
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