+41.6%
XLE vs MTSI
+30.7%
+10.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.4% |
| 7D | -6.7% | -3.8% | -2.9% | -6.8% |
| 30D | -4.4% | -31.4% | +27.0% | -5.8% |
| 3M | +4.0% | -23.8% | +27.7% | +3.2% |
| 6M | +13.2% | -37.1% | +50.2% | +11.4% |
| YTD | +41.9% | +32.2% | +9.7% | +45.3% |
| 1Y | +41.6% | +26.9% | +14.7% | +45.4% |
| All | +41.6% | +30.7% | +10.9% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling