+50.5%
XOM vs MTSI
+110.2%
-59.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.9% |
| 7D | -2.4% | +4.9% | -7.2% | -2.0% |
| 30D | +5.7% | -11.6% | +17.2% | +5.0% |
| 3M | +6.6% | -24.1% | +30.6% | +5.1% |
| 6M | +7.7% | +32.4% | -24.8% | +7.8% |
| YTD | +36.2% | +60.4% | -24.3% | +35.3% |
| 1Y | +50.5% | +111.0% | -60.5% | +43.9% |
| All | +50.5% | +110.2% | -59.7% | +43.9% |
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