+28.9%
XLB vs MTSI
+224.5%
-195.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.0% |
| 7D | 0.0% | +29.1% | -29.1% | -4.3% |
| 30D | +5.3% | -20.4% | +25.7% | +8.3% |
| 3M | 0.0% | -20.9% | +20.9% | +2.2% |
| 6M | +1.2% | -32.3% | +33.5% | +5.3% |
| YTD | +16.9% | +43.5% | -26.6% | +1.4% |
| 1Y | +20.9% | +43.8% | -22.9% | +4.5% |
| 3Y | +43.3% | +218.8% | -175.4% | -6.1% |
| All | +28.9% | +224.5% | -195.6% | -24.0% |
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