+197.1%
XOM vs MTSI
+539.0%
-341.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.3% | -9.0% | +0.2% |
| 7D | -1.5% | +7.2% | -8.7% | -2.6% |
| 30D | -3.2% | -18.4% | +15.3% | -1.6% |
| 3M | +5.0% | -16.7% | +21.7% | +5.8% |
| 6M | +12.9% | -31.7% | +44.6% | +15.2% |
| YTD | +41.3% | +45.9% | -4.6% | +29.2% |
| 1Y | +43.2% | +47.0% | -3.8% | +30.6% |
| 3Y | +77.3% | +224.1% | -146.7% | +40.0% |
| 5Y | +204.8% | +238.5% | -33.7% | +133.8% |
| 10Y | +197.1% | +512.7% | -315.6% | +84.7% |
| All | +197.1% | +539.0% | -341.9% | +84.7% |
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