+30.9%
XLB vs MTSI
+208.2%
-177.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.0% | -7.1% | +0.4% |
| 7D | -1.4% | +3.5% | -4.9% | -2.4% |
| 30D | +7.1% | -30.3% | +37.4% | +12.8% |
| 3M | +0.6% | -26.0% | +26.6% | +4.0% |
| 6M | +3.5% | -36.1% | +39.6% | +8.8% |
| YTD | +18.2% | +34.3% | -16.0% | +3.8% |
| 1Y | +25.6% | +35.3% | -9.7% | +9.6% |
| 3Y | +46.7% | +217.6% | -171.0% | -4.7% |
| 5Y | +30.9% | +210.1% | -179.2% | -22.0% |
| All | +30.9% | +208.2% | -177.3% | -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