+43.4%
XLK vs MTSI
+105.1%
-61.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.2% |
| 7D | +0.9% | +1.4% | -0.5% | +0.5% |
| 30D | +0.7% | +2.1% | -1.3% | -0.6% |
| 3M | -2.9% | -29.7% | +26.8% | +5.2% |
| 6M | +34.3% | +12.5% | +21.7% | +29.1% |
| YTD | +30.4% | +57.0% | -26.6% | +16.3% |
| 1Y | +43.4% | +103.9% | -60.6% | +19.7% |
| All | +43.4% | +105.1% | -61.7% | +19.7% |
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