+493.6%
XLF vs MTSI
+1,308.1%
-814.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +11.7% | -29.7% | +41.4% | +16.4% |
| 6M | +13.8% | +12.5% | +1.3% | +9.1% |
| YTD | +7.0% | +57.0% | -50.0% | -3.3% |
| 1Y | +9.1% | +103.9% | -94.8% | -6.1% |
| 3Y | +75.6% | +223.6% | -147.9% | +36.3% |
| 5Y | +66.4% | +321.6% | -255.1% | +21.5% |
| 10Y | +250.3% | +517.7% | -267.4% | +113.4% |
| All | +493.6% | +1,308.1% | -814.5% | +217.9% |
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