+179.2%
XLE vs MTSI
+465.0%
-285.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.8% |
| 7D | +5.4% | +10.0% | -4.6% | +3.7% |
| 30D | -3.9% | -20.3% | +16.4% | -1.5% |
| 3M | +7.0% | -24.4% | +31.4% | +9.8% |
| 6M | +14.2% | -39.2% | +53.4% | +19.8% |
| YTD | +48.2% | +35.5% | +12.7% | +33.2% |
| 1Y | +47.7% | +43.0% | +4.6% | +31.2% |
| 3Y | +70.0% | +196.3% | -126.3% | +27.4% |
| 5Y | +169.1% | +210.0% | -40.9% | +94.8% |
| All | +179.2% | +465.0% | -285.9% | +55.3% |
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