+135.4%
XLP vs MTSI
+454.4%
-319.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +2.3% | -3.8% | +6.2% | +2.4% |
| 30D | +9.1% | -31.4% | +40.5% | +10.8% |
| 3M | +7.9% | -23.8% | +31.6% | +8.7% |
| 6M | +9.6% | -37.1% | +46.7% | +11.2% |
| YTD | +19.4% | +32.2% | -12.8% | +14.8% |
| 1Y | +22.4% | +26.9% | -4.6% | +17.8% |
| 3Y | +43.2% | +193.7% | -150.6% | +27.2% |
| 5Y | +42.6% | +218.0% | -175.5% | +24.2% |
| 10Y | +135.4% | +477.8% | -342.3% | +82.6% |
| All | +135.4% | +454.4% | -319.0% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling