+486.1%
XLF vs MTSI
+1,004.6%
-518.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -2.1% |
| 7D | +1.2% | -10.0% | +11.1% | +2.3% |
| 30D | +6.3% | -37.2% | +43.5% | +12.7% |
| 3M | -0.8% | -30.1% | +29.3% | +2.8% |
| 6M | +11.0% | -31.9% | +42.9% | +13.9% |
| YTD | +5.6% | +23.2% | -17.5% | -2.5% |
| 1Y | +10.8% | +26.4% | -15.6% | +1.7% |
| 3Y | +77.8% | +186.2% | -108.4% | +38.3% |
| 5Y | +55.6% | +187.0% | -131.4% | +18.7% |
| 10Y | +252.5% | +460.4% | -207.9% | +115.4% |
| All | +486.1% | +1,004.6% | -518.5% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling