+253.9%
XLI vs MTSI
+513.8%
-259.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | -1.1% | +1.4% | -2.4% | -1.3% |
| 30D | -5.9% | +2.1% | -8.0% | -6.8% |
| 3M | -0.3% | -29.7% | +29.5% | +5.1% |
| 6M | +0.1% | +12.5% | -12.4% | -4.0% |
| YTD | +13.6% | +57.0% | -43.4% | +2.0% |
| 1Y | +17.2% | +103.9% | -86.7% | -0.3% |
| 3Y | +68.2% | +223.6% | -155.4% | +28.1% |
| 5Y | +80.7% | +321.6% | -240.8% | +28.8% |
| All | +253.9% | +513.8% | -259.9% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling