-1.7%
XLC vs MTSI
+35.9%
-37.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.0% |
| 7D | +3.7% | +10.0% | -6.3% | +3.7% |
| 30D | -1.9% | -20.3% | +18.4% | -2.3% |
| 3M | -3.1% | -24.4% | +21.3% | -3.3% |
| 6M | -6.4% | -39.2% | +32.8% | -6.1% |
| YTD | -6.8% | +35.5% | -42.3% | -9.5% |
| 1Y | -1.7% | +43.0% | -44.7% | -5.0% |
| All | -1.7% | +35.9% | -37.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling