+199.0%
XOM vs MTSI
+448.7%
-249.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -0.8% |
| 7D | -11.4% | -10.0% | -1.4% | -10.6% |
| 30D | +1.1% | -37.2% | +38.3% | +5.7% |
| 3M | +7.8% | -30.1% | +37.9% | +10.8% |
| 6M | +13.0% | -31.9% | +44.9% | +15.1% |
| YTD | +40.6% | +23.2% | +17.4% | +31.1% |
| 1Y | +49.1% | +26.4% | +22.7% | +38.2% |
| 3Y | +72.9% | +186.2% | -113.3% | +38.3% |
| 5Y | +204.0% | +187.0% | +16.9% | +137.8% |
| All | +199.0% | +448.7% | -249.7% | +90.5% |
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