+14.7%
XLF vs MTSI
+59.5%
-44.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | +5.5% | -10.7% | +16.1% | +5.3% |
| 30D | +9.9% | -29.0% | +38.9% | +9.5% |
| 3M | +2.6% | -14.7% | +17.3% | +2.5% |
| 6M | +15.6% | -20.1% | +35.7% | +14.1% |
| YTD | +9.4% | +36.1% | -26.7% | +6.8% |
| 1Y | +14.7% | +61.7% | -47.0% | +10.1% |
| All | +14.7% | +59.5% | -44.8% | +10.1% |
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