+42.0%
XLP vs MTSI
+183.3%
-141.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.8% | -12.1% | -1.3% |
| 7D | +0.7% | -10.0% | +10.7% | +0.8% |
| 30D | +10.3% | -37.2% | +47.4% | +10.7% |
| 3M | +6.5% | -30.1% | +36.6% | +6.7% |
| 6M | +8.4% | -31.9% | +40.3% | +8.2% |
| YTD | +18.2% | +23.2% | -5.0% | +14.6% |
| 1Y | +22.4% | +26.4% | -4.0% | +18.4% |
| 3Y | +41.9% | +186.2% | -144.3% | +25.9% |
| All | +42.0% | +183.3% | -141.3% | +21.1% |
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