+121.6%
XLK vs MTSI
+231.8%
-110.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | +0.7% | +2.1% | -1.3% | -1.0% |
| 3M | -2.9% | -29.7% | +26.8% | +8.1% |
| 6M | +34.3% | +12.5% | +21.7% | +24.4% |
| YTD | +30.4% | +57.0% | -26.6% | +5.6% |
| 1Y | +43.4% | +103.9% | -60.6% | +3.3% |
| All | +121.6% | +231.8% | -110.3% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling