+1,304.0%
XLK vs MTSI
+1,208.2%
+95.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +0.7% |
| 7D | -1.2% | +7.2% | -8.4% | -3.3% |
| 30D | -11.2% | -18.4% | +7.2% | -7.5% |
| 3M | -6.2% | -16.7% | +10.5% | -3.6% |
| 6M | -1.7% | -31.7% | +30.0% | +5.0% |
| YTD | +21.5% | +45.9% | -24.3% | +6.7% |
| 1Y | +19.6% | +47.0% | -27.4% | +4.7% |
| 3Y | +97.9% | +224.1% | -126.1% | +40.5% |
| 5Y | +118.9% | +238.5% | -119.6% | +51.4% |
| 10Y | +726.5% | +512.7% | +213.8% | +347.4% |
| All | +1,304.0% | +1,208.2% | +95.8% | +568.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling