+49.0%
XEL vs MTSI
+206.4%
-157.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.2% |
| 7D | +2.4% | +10.0% | -7.6% | +2.4% |
| 30D | +8.3% | -20.3% | +28.6% | +8.4% |
| 3M | +4.2% | -24.4% | +28.6% | +4.3% |
| 6M | +3.7% | -39.2% | +42.9% | +4.0% |
| YTD | +13.1% | +35.5% | -22.4% | +12.4% |
| 1Y | +5.0% | +43.0% | -38.0% | +4.3% |
| 3Y | +55.0% | +196.3% | -141.3% | +48.9% |
| All | +49.0% | +206.4% | -157.4% | +38.6% |
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