+54.8%
XLF vs MTSI
+183.3%
-128.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -1.9% |
| 7D | +1.2% | -10.0% | +11.1% | +2.1% |
| 30D | +6.3% | -37.2% | +43.5% | +12.0% |
| 3M | -0.8% | -30.1% | +29.3% | +2.4% |
| 6M | +11.0% | -31.9% | +42.9% | +13.1% |
| YTD | +5.6% | +23.2% | -17.5% | -4.8% |
| 1Y | +10.8% | +26.4% | -15.6% | -1.0% |
| 3Y | +77.8% | +186.2% | -108.4% | +24.2% |
| All | +54.8% | +183.3% | -128.5% | 0.0% |
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