+200.7%
XOM vs MTSI
+183.3%
+17.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -0.2% |
| 7D | -11.4% | -10.0% | -1.4% | -11.0% |
| 30D | +1.1% | -37.2% | +38.3% | +3.1% |
| 3M | +7.8% | -30.1% | +37.9% | +9.1% |
| 6M | +13.0% | -31.9% | +44.9% | +13.7% |
| YTD | +40.6% | +23.2% | +17.4% | +32.4% |
| 1Y | +49.1% | +26.4% | +22.7% | +39.7% |
| 3Y | +72.9% | +186.2% | -113.3% | +40.5% |
| All | +200.7% | +183.3% | +17.4% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling