+22.5%
XLB vs MTSI
+45.5%
-23.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.1% |
| 7D | -1.6% | +7.2% | -8.8% | -2.0% |
| 30D | +7.2% | -18.4% | +25.7% | +8.0% |
| 3M | 0.0% | -16.7% | +16.7% | +0.5% |
| 6M | +2.3% | -31.7% | +34.0% | +4.3% |
| YTD | +18.4% | +45.9% | -27.5% | +12.7% |
| All | +22.5% | +45.5% | -23.0% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling