+52.6%
XOM vs MTSI
+59.5%
-6.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.7% |
| 7D | -7.0% | -10.7% | +3.6% | -7.7% |
| 30D | +3.2% | -29.0% | +32.2% | +0.8% |
| 3M | +10.7% | -14.7% | +25.4% | +9.9% |
| 6M | +11.6% | -20.1% | +31.7% | +10.9% |
| YTD | +43.5% | +36.1% | +7.4% | +46.0% |
| 1Y | +52.6% | +61.7% | -9.2% | +55.3% |
| All | +52.6% | +59.5% | -6.9% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling