-5.6%
XLC vs MTSI
+38.8%
-44.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.4% | +0.5% |
| 7D | +4.9% | -10.0% | +14.9% | +4.8% |
| 30D | -5.8% | -37.2% | +31.4% | -6.3% |
| 3M | -5.4% | -30.1% | +24.6% | -5.6% |
| 6M | -10.2% | -31.9% | +21.7% | -10.7% |
| YTD | -10.2% | +23.2% | -33.4% | -13.2% |
| 1Y | -5.6% | +26.4% | -32.0% | -9.4% |
| All | -5.6% | +38.8% | -44.4% | -9.4% |
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 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