+37.7%
XLC vs MTSI
+320.9%
-283.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.9% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | +1.0% | +2.1% | -1.0% | -0.1% |
| 3M | -0.7% | -29.7% | +29.0% | +5.1% |
| 6M | -5.1% | +12.5% | -17.7% | -11.5% |
| YTD | -4.3% | +57.0% | -61.3% | -18.7% |
| 1Y | -0.6% | +103.9% | -104.5% | -22.3% |
| 3Y | +72.7% | +223.6% | -150.9% | +9.3% |
| All | +37.7% | +320.9% | -283.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling