+126.6%
XLC vs MTSI
+682.4%
-555.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -18.4% | +17.8% | +3.0% |
| 7D | +3.1% | -24.6% | +27.7% | +8.3% |
| 30D | -6.5% | -45.7% | +39.2% | +4.2% |
| 3M | -5.6% | -27.7% | +22.2% | -2.0% |
| 6M | -9.2% | -37.3% | +28.1% | -4.8% |
| YTD | -10.6% | +11.1% | -21.7% | -19.1% |
| 1Y | -6.9% | +27.2% | -34.0% | -18.9% |
| 3Y | +59.9% | +153.7% | -93.8% | +12.1% |
| 5Y | +34.7% | +159.0% | -124.3% | -8.8% |
| All | +126.6% | +682.4% | -555.8% | +8.0% |
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