+177.9%
XOM vs MTSI
+529.6%
-351.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.5% |
| 7D | -2.4% | +4.9% | -7.2% | -2.9% |
| 30D | +5.7% | -11.6% | +17.2% | +6.9% |
| 3M | +6.6% | -24.1% | +30.6% | +9.0% |
| 6M | +7.7% | +32.4% | -24.8% | +1.6% |
| YTD | +36.2% | +60.4% | -24.3% | +24.6% |
| 1Y | +50.5% | +111.0% | -60.5% | +31.8% |
| 3Y | +53.4% | +246.1% | -192.8% | +21.5% |
| 5Y | +254.2% | +340.3% | -86.1% | +165.0% |
| 10Y | +177.9% | +539.5% | -361.6% | +70.6% |
| All | +177.9% | +529.6% | -351.7% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling