+362.5%
XEL vs MTSI
+1,308.1%
-945.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | -1.0% | +1.4% | -2.3% | -1.0% |
| 30D | -1.9% | +2.1% | -4.0% | -2.1% |
| 3M | -1.9% | -29.7% | +27.8% | -0.9% |
| 6M | -7.4% | +12.5% | -20.0% | -8.3% |
| YTD | +4.1% | +57.0% | -53.0% | +1.7% |
| 1Y | +8.0% | +103.9% | -95.9% | +4.3% |
| 3Y | +48.4% | +223.6% | -175.2% | +39.0% |
| 5Y | +27.2% | +321.6% | -294.3% | +16.6% |
| 10Y | +146.8% | +517.7% | -370.9% | +112.1% |
| All | +362.5% | +1,308.1% | -945.6% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling