+88.7%
XOP vs MTSI
+247.2%
-158.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.3% | -7.7% | +0.9% |
| 7D | +0.5% | +7.2% | -6.7% | -1.2% |
| 30D | -7.3% | -18.4% | +11.2% | -4.8% |
| 3M | +1.4% | -16.7% | +18.1% | +2.8% |
| 6M | +7.8% | -31.7% | +39.5% | +11.8% |
| YTD | +44.5% | +45.9% | -1.4% | +21.0% |
| 1Y | +37.0% | +47.0% | -10.0% | +14.1% |
| 3Y | +40.8% | +224.1% | -183.3% | -13.1% |
| 5Y | +88.7% | +238.5% | -149.9% | +10.4% |
| All | +88.7% | +247.2% | -158.6% | +10.4% |
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