+228.0%
XLI vs MTSI
+454.4%
-226.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -1.5% | -3.8% | +2.3% | -1.2% |
| 30D | -0.3% | -31.4% | +31.1% | +5.5% |
| 3M | -8.4% | -23.8% | +15.4% | -5.4% |
| 6M | -2.1% | -37.1% | +35.0% | +3.4% |
| YTD | +9.6% | +32.2% | -22.6% | +0.1% |
| 1Y | +10.7% | +26.9% | -16.3% | +1.6% |
| 3Y | +71.6% | +193.7% | -122.2% | +31.2% |
| 5Y | +70.8% | +218.0% | -147.3% | +26.0% |
| 10Y | +228.0% | +477.8% | -249.8% | +92.3% |
| All | +228.0% | +454.4% | -226.5% | +92.3% |
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