+279.1%
XLB vs MTSI
+1,308.1%
-1,029.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | -0.4% | +2.1% | -2.5% | -1.3% |
| 3M | +2.0% | -29.7% | +31.7% | +6.8% |
| 6M | +1.8% | +12.5% | -10.7% | -2.5% |
| YTD | +16.6% | +57.0% | -40.4% | +4.8% |
| 1Y | +16.9% | +103.9% | -87.0% | -0.2% |
| 3Y | +32.6% | +223.6% | -191.0% | +1.4% |
| 5Y | +35.6% | +321.6% | -285.9% | -2.6% |
| 10Y | +160.0% | +517.7% | -357.7% | +54.8% |
| All | +279.1% | +1,308.1% | -1,029.0% | +96.5% |
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