+77.8%
XLF vs MTSI
+181.3%
-103.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -1.3% |
| 7D | +1.2% | -10.0% | +11.1% | +1.7% |
| 30D | +6.3% | -37.2% | +43.5% | +9.3% |
| 3M | -0.8% | -30.1% | +29.3% | +1.0% |
| 6M | +11.0% | -31.9% | +42.9% | +11.9% |
| YTD | +5.6% | +23.2% | -17.5% | -2.0% |
| 1Y | +10.8% | +26.4% | -15.6% | +2.2% |
| 3Y | +77.8% | +186.2% | -108.4% | +39.6% |
| All | +77.8% | +181.3% | -103.5% | +39.6% |
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