+167.2%
XLE vs MTSI
+448.7%
-281.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | -1.7% |
| 7D | -12.0% | -10.0% | -2.0% | -10.9% |
| 30D | -2.7% | -37.2% | +34.4% | +3.5% |
| 3M | +6.6% | -30.1% | +36.6% | +10.7% |
| 6M | +9.5% | -31.9% | +41.4% | +12.5% |
| YTD | +40.6% | +23.2% | +17.4% | +28.4% |
| 1Y | +43.6% | +26.4% | +17.2% | +30.3% |
| 3Y | +58.1% | +186.2% | -128.1% | +19.0% |
| 5Y | +152.2% | +187.0% | -34.9% | +85.0% |
| All | +167.2% | +448.7% | -281.5% | +53.2% |
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