+54.7%
XEL vs MTSI
+221.5%
-166.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +1.4% | +29.1% | -27.7% | +2.0% |
| 30D | +9.2% | -20.4% | +29.6% | +8.9% |
| 3M | +4.5% | -20.9% | +25.4% | +4.3% |
| 6M | +3.6% | -32.3% | +35.9% | +3.0% |
| YTD | +12.9% | +43.5% | -30.6% | +15.1% |
| 1Y | +4.1% | +43.8% | -39.7% | +6.1% |
| All | +54.7% | +221.5% | -166.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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