+35.0%
XLB vs MTSI
+224.7%
-189.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | -0.4% | +2.1% | -2.5% | -1.1% |
| 3M | +2.0% | -29.7% | +31.7% | +6.3% |
| 6M | +1.8% | +12.5% | -10.7% | -2.4% |
| YTD | +16.6% | +57.0% | -40.4% | +5.1% |
| 1Y | +16.9% | +103.9% | -87.0% | -0.4% |
| All | +35.0% | +224.7% | -189.7% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling