+58.1%
XLE vs MTSI
+181.3%
-123.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | -0.7% |
| 7D | -12.0% | -10.0% | -2.0% | -11.5% |
| 30D | -2.7% | -37.2% | +34.4% | -0.3% |
| 3M | +6.6% | -30.1% | +36.6% | +8.2% |
| 6M | +9.5% | -31.9% | +41.4% | +10.4% |
| YTD | +40.6% | +23.2% | +17.4% | +30.6% |
| 1Y | +43.6% | +26.4% | +17.2% | +32.5% |
| 3Y | +58.1% | +186.2% | -128.1% | +21.3% |
| All | +58.1% | +181.3% | -123.2% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling