+51.7%
XOP vs MTSI
+513.8%
-462.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | +15.4% | +2.1% | +13.4% | +13.9% |
| 3M | +12.1% | -29.7% | +41.8% | +19.4% |
| 6M | +19.7% | +12.5% | +7.2% | +11.1% |
| YTD | +52.4% | +57.0% | -4.6% | +28.5% |
| 1Y | +47.6% | +103.9% | -56.4% | +15.1% |
| 3Y | +34.4% | +223.6% | -189.2% | -11.0% |
| 5Y | +154.4% | +321.6% | -167.2% | +52.8% |
| All | +51.7% | +513.8% | -462.1% | -33.3% |
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