+67.4%
XLF vs MTSI
+320.9%
-253.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | +0.2% | +2.1% | -1.9% | -0.7% |
| 3M | +11.7% | -29.7% | +41.4% | +16.5% |
| 6M | +13.8% | +12.5% | +1.3% | +7.9% |
| YTD | +7.0% | +57.0% | -50.0% | -5.5% |
| 1Y | +9.1% | +103.9% | -94.8% | -9.5% |
| 3Y | +75.6% | +223.6% | -147.9% | +24.0% |
| All | +67.4% | +320.9% | -253.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling