+36.5%
XLB vs MTSI
+320.9%
-284.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -0.4% | +2.1% | -2.5% | -1.5% |
| 3M | +2.0% | -29.7% | +31.7% | +7.8% |
| 6M | +1.8% | +12.5% | -10.7% | -3.9% |
| YTD | +16.6% | +57.0% | -40.4% | +1.2% |
| 1Y | +16.9% | +103.9% | -87.0% | -5.6% |
| 3Y | +32.6% | +223.6% | -191.0% | -11.1% |
| All | +36.5% | +320.9% | -284.4% | -22.0% |
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