+145.7%
XLK vs MTSI
+331.9%
-186.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | +2.3% | +4.9% | -2.6% | +0.4% |
| 30D | -0.1% | -11.6% | +11.5% | +4.2% |
| 3M | +2.1% | -24.1% | +26.2% | +11.7% |
| 6M | +37.2% | +32.4% | +4.7% | +17.9% |
| YTD | +30.8% | +60.4% | -29.6% | +2.2% |
| 1Y | +42.6% | +111.0% | -68.4% | -2.4% |
| 3Y | +121.8% | +246.1% | -124.3% | +13.9% |
| 5Y | +145.7% | +340.3% | -194.6% | +6.6% |
| All | +145.7% | +331.9% | -186.2% | +6.6% |
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