+49.1%
XEL vs MTSI
+183.3%
-134.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -0.9% |
| 7D | -0.2% | -10.0% | +9.8% | -0.1% |
| 30D | +10.0% | -37.2% | +47.2% | +10.3% |
| 3M | +4.3% | -30.1% | +34.4% | +4.5% |
| 6M | +0.5% | -31.9% | +32.4% | +0.5% |
| YTD | +10.4% | +23.2% | -12.8% | +9.8% |
| 1Y | +2.0% | +26.4% | -24.4% | +1.5% |
| 3Y | +45.6% | +186.2% | -140.6% | +39.7% |
| All | +49.1% | +183.3% | -134.2% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling