-6.3%
XOP vs MTSI
+1,004.6%
-1,010.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -2.6% |
| 7D | -14.7% | -10.0% | -4.7% | -13.2% |
| 30D | -7.7% | -37.2% | +29.5% | +0.9% |
| 3M | +4.4% | -30.1% | +34.5% | +10.3% |
| 6M | +3.5% | -31.9% | +35.4% | +7.4% |
| YTD | +39.4% | +23.2% | +16.2% | +22.8% |
| 1Y | +39.8% | +26.4% | +13.4% | +21.9% |
| 3Y | +29.7% | +186.2% | -156.5% | -11.4% |
| 5Y | +78.6% | +187.0% | -108.5% | +18.9% |
| 10Y | +51.8% | +460.4% | -408.5% | -26.3% |
| All | -6.3% | +1,004.6% | -1,010.9% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling