+1,406.2%
XLK vs MTSI
+1,308.1%
+98.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.1% |
| 7D | +0.9% | +1.4% | -0.5% | +0.5% |
| 30D | +0.7% | +2.1% | -1.3% | -0.4% |
| 3M | -2.9% | -29.7% | +26.8% | +4.9% |
| 6M | +34.3% | +12.5% | +21.7% | +28.1% |
| YTD | +30.4% | +57.0% | -26.6% | +14.1% |
| 1Y | +43.4% | +103.9% | -60.6% | +16.9% |
| 3Y | +116.8% | +223.6% | -106.7% | +55.9% |
| 5Y | +144.0% | +321.6% | -177.5% | +63.5% |
| 10Y | +778.8% | +517.7% | +261.1% | +378.1% |
| All | +1,406.2% | +1,308.1% | +98.1% | +615.2% |
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