+45.0%
XLE vs MTSI
+31.6%
+13.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -18.4% | +15.4% | -3.3% |
| 7D | -10.3% | -24.6% | +14.3% | -10.8% |
| 30D | -3.3% | -45.7% | +42.4% | -5.1% |
| 3M | +8.2% | -27.7% | +35.9% | +7.6% |
| 6M | +5.0% | -37.3% | +42.3% | +4.3% |
| YTD | +40.6% | +11.1% | +29.4% | +41.4% |
| 1Y | +45.0% | +27.2% | +17.8% | +44.7% |
| All | +45.0% | +31.6% | +13.4% | +44.7% |
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