+235.2%
XLI vs MTSI
+512.4%
-277.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.0% | -5.2% | +2.2% |
| 7D | -0.5% | +3.5% | -4.0% | -1.5% |
| 30D | -0.2% | -30.3% | +30.1% | +5.3% |
| 3M | -8.6% | -26.0% | +17.5% | -5.1% |
| 6M | -2.0% | -36.1% | +34.1% | +3.3% |
| YTD | +9.7% | +34.3% | -24.5% | -0.1% |
| 1Y | +11.4% | +35.3% | -23.9% | +1.1% |
| 3Y | +74.2% | +217.6% | -143.4% | +31.4% |
| 5Y | +70.0% | +210.1% | -140.1% | +25.9% |
| 10Y | +235.2% | +471.4% | -236.2% | +97.6% |
| All | +235.2% | +512.4% | -277.1% | +97.6% |
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