+72.1%
XLI vs MTSI
+221.5%
-149.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +4.3% | +29.1% | -24.8% | -0.2% |
| 30D | +0.5% | -20.4% | +20.9% | +3.4% |
| 3M | -8.6% | -20.9% | +12.3% | -6.4% |
| 6M | -2.3% | -32.3% | +29.9% | +1.9% |
| YTD | +10.1% | +43.5% | -33.4% | -2.2% |
| 1Y | +11.0% | +43.8% | -32.8% | -1.7% |
| All | +72.1% | +221.5% | -149.4% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling