+1,095.9%
MTSI vs XYL
+301.6%
+794.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +29.1% | -6.0% | +35.1% | +33.6% |
| 30D | -20.4% | -8.3% | -12.1% | -18.5% |
| 3M | -20.9% | -22.6% | +1.7% | -10.3% |
| 6M | -32.3% | -15.0% | -17.2% | -28.3% |
| YTD | +43.5% | -30.2% | +73.7% | +70.3% |
| 1Y | +43.8% | -36.4% | +80.2% | +81.5% |
| 3Y | +218.8% | -0.9% | +219.6% | +201.8% |
| 5Y | +228.3% | -23.4% | +251.7% | +257.3% |
| 10Y | +502.6% | +100.9% | +401.7% | +262.4% |
| All | +1,095.9% | +301.6% | +794.3% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling