+457.5%
XLI vs MTSI
+1,004.6%
-547.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -1.7% |
| 7D | -2.8% | -10.0% | +7.2% | -1.5% |
| 30D | -3.1% | -37.2% | +34.1% | +3.8% |
| 3M | -11.7% | -30.1% | +18.3% | -7.7% |
| 6M | -7.6% | -31.9% | +24.3% | -4.1% |
| YTD | +5.7% | +23.2% | -17.5% | -1.7% |
| 1Y | +7.8% | +26.4% | -18.6% | -0.3% |
| 3Y | +67.4% | +186.2% | -118.8% | +31.0% |
| 5Y | +64.8% | +187.0% | -122.2% | +26.5% |
| 10Y | +241.2% | +460.4% | -219.2% | +109.5% |
| All | +457.5% | +1,004.6% | -547.1% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling