+42.6%
XOP vs MTSI
+512.4%
-469.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.8% | -1.8% |
| 7D | -10.0% | +3.5% | -13.5% | -11.3% |
| 30D | -9.1% | -30.3% | +21.2% | -2.7% |
| 3M | +5.1% | -26.0% | +31.1% | +9.6% |
| 6M | +6.4% | -36.1% | +42.5% | +12.6% |
| YTD | +39.7% | +34.3% | +5.4% | +19.5% |
| 1Y | +37.2% | +35.3% | +2.0% | +16.7% |
| 3Y | +37.6% | +217.6% | -180.0% | -10.8% |
| 5Y | +76.5% | +210.1% | -133.6% | +11.9% |
| 10Y | +42.6% | +471.4% | -428.8% | -33.4% |
| All | +42.6% | +512.4% | -469.7% | -33.4% |
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 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