+75.8%
XOP vs MTSI
+183.3%
-107.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -2.0% |
| 7D | -14.7% | -10.0% | -4.7% | -13.5% |
| 30D | -7.7% | -37.2% | +29.5% | -0.8% |
| 3M | +4.4% | -30.1% | +34.5% | +9.1% |
| 6M | +3.5% | -31.9% | +35.4% | +6.3% |
| YTD | +39.4% | +23.2% | +16.2% | +20.1% |
| 1Y | +39.8% | +26.4% | +13.4% | +19.0% |
| 3Y | +29.7% | +186.2% | -156.5% | -19.2% |
| All | +75.8% | +183.3% | -107.5% | +6.4% |
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