+37.2%
XOP vs MTSI
+210.0%
-172.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -8.4% | -3.8% | -4.5% | -8.2% |
| 30D | -8.4% | -31.4% | +23.0% | -5.0% |
| 3M | +0.2% | -23.8% | +23.9% | +2.1% |
| 6M | +7.2% | -37.1% | +44.3% | +11.0% |
| YTD | +40.8% | +32.2% | +8.6% | +23.1% |
| 1Y | +36.3% | +26.9% | +9.3% | +19.9% |
| 3Y | +37.2% | +193.7% | -156.6% | -12.4% |
| All | +37.2% | +210.0% | -172.8% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling