+35.8%
XLC vs MTSI
+183.3%
-147.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.4% | -1.4% |
| 7D | +4.9% | -10.0% | +14.9% | +6.2% |
| 30D | -5.8% | -37.2% | +31.4% | +1.0% |
| 3M | -5.4% | -30.1% | +24.6% | -1.4% |
| 6M | -10.2% | -31.9% | +21.7% | -7.9% |
| YTD | -10.2% | +23.2% | -33.4% | -21.8% |
| 1Y | -5.6% | +26.4% | -32.0% | -18.8% |
| 3Y | +61.0% | +186.2% | -125.2% | -0.1% |
| All | +35.8% | +183.3% | -147.5% | -22.6% |
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