+103.5%
XLK vs MTSI
+183.3%
-79.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.4% | -2.6% |
| 7D | -8.2% | -10.0% | +1.8% | -5.2% |
| 30D | -18.2% | -37.2% | +19.0% | -4.1% |
| 3M | -11.0% | -30.1% | +19.0% | -1.3% |
| 6M | -2.9% | -31.9% | +29.0% | +6.5% |
| YTD | +14.8% | +23.2% | -8.3% | -3.5% |
| 1Y | +14.5% | +26.4% | -11.9% | -5.1% |
| 3Y | +94.2% | +186.2% | -92.0% | +3.5% |
| All | +103.5% | +183.3% | -79.8% | +2.4% |
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