-1.7%
XLK vs MTSI
-30.9%
+29.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +0.1% |
| 7D | -1.2% | +7.2% | -8.4% | -3.7% |
| 30D | -11.2% | -18.4% | +7.2% | -7.0% |
| 3M | -6.2% | -16.7% | +10.5% | -3.3% |
| 6M | -1.7% | -31.7% | +30.0% | +7.9% |
| All | -1.7% | -30.9% | +29.1% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling