+142.5%
XLC vs MTSI
+1,005.4%
-863.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.9% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 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% | -11.0% |
| YTD | -4.3% | +57.0% | -61.3% | -17.6% |
| 1Y | -0.6% | +103.9% | -104.5% | -20.4% |
| 3Y | +72.7% | +223.6% | -150.9% | +18.2% |
| 5Y | +38.0% | +321.6% | -283.6% | -13.9% |
| All | +142.5% | +1,005.4% | -863.0% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling