+280.0%
XLB vs MTSI
+896.6%
-616.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -18.4% | +15.4% | 0.0% |
| 7D | -0.4% | -24.6% | +24.2% | +3.8% |
| 30D | +5.2% | -45.7% | +50.9% | +15.1% |
| 3M | -0.1% | -27.7% | +27.6% | +3.2% |
| 6M | +2.4% | -37.3% | +39.7% | +7.1% |
| YTD | +16.9% | +11.1% | +5.7% | +9.6% |
| 1Y | +25.0% | +27.2% | -2.1% | +14.1% |
| 3Y | +40.7% | +153.7% | -113.0% | +10.3% |
| 5Y | +31.6% | +159.0% | -127.4% | +0.8% |
| 10Y | +175.3% | +405.6% | -230.3% | +67.6% |
| All | +280.0% | +896.6% | -616.6% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling