+178.0%
XLE vs MTSI
+896.6%
-718.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -18.4% | +15.4% | -0.2% |
| 7D | -10.3% | -24.6% | +14.3% | -6.8% |
| 30D | -3.3% | -45.7% | +42.4% | +5.1% |
| 3M | +8.2% | -27.7% | +35.9% | +11.6% |
| 6M | +5.0% | -37.3% | +42.3% | +9.2% |
| YTD | +40.6% | +11.1% | +29.4% | +31.4% |
| 1Y | +45.0% | +27.2% | +17.8% | +32.0% |
| 3Y | +56.3% | +153.7% | -97.3% | +22.5% |
| 5Y | +152.2% | +159.0% | -6.7% | +92.6% |
| 10Y | +173.0% | +405.6% | -232.6% | +63.6% |
| All | +178.0% | +896.6% | -718.6% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling