+246.4%
XLF vs MTSI
+529.6%
-283.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | +0.2% | +4.9% | -4.7% | -0.6% |
| 30D | -0.5% | -11.6% | +11.1% | +1.1% |
| 3M | +10.6% | -24.1% | +34.7% | +14.1% |
| 6M | +14.3% | +32.4% | -18.1% | +6.4% |
| YTD | +5.5% | +60.4% | -54.9% | -5.5% |
| 1Y | +9.6% | +111.0% | -101.4% | -7.0% |
| 3Y | +75.2% | +246.1% | -171.0% | +32.2% |
| 5Y | +65.5% | +340.3% | -274.8% | +17.5% |
| 10Y | +246.4% | +539.5% | -293.1% | +96.2% |
| All | +246.4% | +529.6% | -283.1% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling