+7.8%
XLI vs MTSI
+38.8%
-31.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -1.3% |
| 7D | -2.8% | -10.0% | +7.2% | -1.8% |
| 30D | -3.1% | -37.2% | +34.1% | +2.2% |
| 3M | -11.7% | -30.1% | +18.3% | -8.6% |
| 6M | -7.6% | -31.9% | +24.3% | -4.8% |
| YTD | +5.7% | +23.2% | -17.5% | -1.8% |
| 1Y | +7.8% | +26.4% | -18.6% | -0.9% |
| All | +7.8% | +38.8% | -31.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling