+804.3%
XLK vs MTSI
+571.2%
+233.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.1% |
| 7D | +2.3% | +11.1% | -8.8% | -0.7% |
| 30D | +0.8% | -3.7% | +4.5% | +1.5% |
| 3M | +4.1% | -20.2% | +24.3% | +9.5% |
| 6M | +34.8% | +30.8% | +3.9% | +22.6% |
| YTD | +30.8% | +67.0% | -36.2% | +10.2% |
| 1Y | +42.4% | +120.4% | -78.1% | +10.2% |
| 3Y | +121.8% | +260.4% | -138.6% | +47.3% |
| 5Y | +146.6% | +356.3% | -209.6% | +52.0% |
| 10Y | +804.3% | +581.1% | +223.2% | +330.9% |
| All | +804.3% | +571.2% | +233.1% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling