+163.9%
XLE vs MTSI
+512.4%
-348.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -0.8% |
| 7D | -7.9% | +3.5% | -11.4% | -8.8% |
| 30D | -4.8% | -30.3% | +25.5% | -0.3% |
| 3M | +8.4% | -26.0% | +34.4% | +11.6% |
| 6M | +12.7% | -36.1% | +48.8% | +17.3% |
| YTD | +41.3% | +34.3% | +7.0% | +27.4% |
| 1Y | +42.3% | +35.3% | +7.0% | +27.8% |
| 3Y | +65.1% | +217.6% | -152.6% | +22.2% |
| 5Y | +150.2% | +210.1% | -59.9% | +81.4% |
| 10Y | +163.9% | +471.4% | -307.5% | +49.2% |
| All | +163.9% | +512.4% | -348.4% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling