+64.1%
XLI vs MTSI
+183.3%
-119.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -2.0% |
| 7D | -2.8% | -10.0% | +7.2% | -1.2% |
| 30D | -3.1% | -37.2% | +34.1% | +5.4% |
| 3M | -11.7% | -30.1% | +18.3% | -6.9% |
| 6M | -7.6% | -31.9% | +24.3% | -3.6% |
| YTD | +5.7% | +23.2% | -17.5% | -5.2% |
| 1Y | +7.8% | +26.4% | -18.6% | -4.2% |
| 3Y | +67.4% | +186.2% | -118.8% | +13.6% |
| All | +64.1% | +183.3% | -119.2% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling