+70.8%
XLI vs MTSI
+231.3%
-160.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +4.3% | +29.1% | -24.8% | -1.2% |
| 30D | +0.5% | -20.4% | +20.9% | +4.1% |
| 3M | -8.6% | -20.9% | +12.3% | -5.9% |
| 6M | -2.3% | -32.3% | +29.9% | +2.6% |
| YTD | +10.1% | +43.5% | -33.4% | -4.4% |
| 1Y | +11.0% | +43.8% | -32.8% | -3.9% |
| 3Y | +72.3% | +218.8% | -146.5% | +14.6% |
| 5Y | +70.8% | +228.3% | -157.5% | +4.1% |
| All | +70.8% | +231.3% | -160.4% | +4.1% |
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