+169.1%
XLB vs MTSI
+448.7%
-279.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.6% | -2.5% |
| 7D | -1.5% | -10.0% | +8.5% | -0.2% |
| 30D | +6.1% | -37.2% | +43.3% | +13.5% |
| 3M | 0.0% | -30.1% | +30.1% | +4.3% |
| 6M | 0.0% | -31.9% | +31.9% | +3.1% |
| YTD | +16.0% | +23.2% | -7.2% | +6.2% |
| 1Y | +24.7% | +26.4% | -1.7% | +13.3% |
| 3Y | +40.4% | +186.2% | -145.8% | +5.3% |
| 5Y | +30.7% | +187.0% | -156.4% | -4.2% |
| All | +169.1% | +448.7% | -279.6% | +55.4% |
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