+390.5%
XEL vs MTSI
+1,004.6%
-614.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -1.2% |
| 7D | -0.2% | -10.0% | +9.8% | +0.1% |
| 30D | +10.0% | -37.2% | +47.2% | +11.6% |
| 3M | +4.3% | -30.1% | +34.4% | +5.3% |
| 6M | +0.5% | -31.9% | +32.4% | +1.1% |
| YTD | +10.4% | +23.2% | -12.8% | +8.4% |
| 1Y | +2.0% | +26.4% | -24.4% | 0.0% |
| 3Y | +45.6% | +186.2% | -140.6% | +36.3% |
| 5Y | +46.6% | +187.0% | -140.4% | +36.1% |
| 10Y | +168.3% | +460.4% | -292.1% | +131.0% |
| All | +390.5% | +1,004.6% | -614.1% | +304.1% |
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 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