+60.3%
XLC vs MTSI
+153.8%
-93.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -18.4% | +17.8% | +1.0% |
| 7D | +3.1% | -24.6% | +27.7% | +5.4% |
| 30D | -6.5% | -45.7% | +39.2% | -1.7% |
| 3M | -5.6% | -27.7% | +22.2% | -4.1% |
| 6M | -9.2% | -37.3% | +28.1% | -7.5% |
| YTD | -10.6% | +11.1% | -21.7% | -18.0% |
| 1Y | -6.9% | +27.2% | -34.0% | -17.1% |
| All | +60.3% | +153.8% | -93.5% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling