+226.3%
XOM vs MTSI
+1,308.1%
-1,081.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.1% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | +5.9% | +2.1% | +3.8% | +5.2% |
| 3M | +5.6% | -29.7% | +35.3% | +8.7% |
| 6M | +7.9% | +12.5% | -4.7% | +4.2% |
| YTD | +35.2% | +57.0% | -21.8% | +24.9% |
| 1Y | +46.0% | +103.9% | -57.9% | +29.9% |
| 3Y | +55.0% | +223.6% | -168.5% | +26.8% |
| 5Y | +246.3% | +321.6% | -75.2% | +168.7% |
| 10Y | +181.0% | +517.7% | -336.7% | +86.5% |
| All | +226.3% | +1,308.1% | -1,081.8% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling