+34.1%
XLP vs MTSI
+320.9%
-286.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | -0.9% | +2.1% | -3.0% | -1.0% |
| 3M | +3.8% | -29.7% | +33.5% | +4.7% |
| 6M | -1.7% | +12.5% | -14.3% | -3.2% |
| YTD | +10.3% | +57.0% | -46.8% | +6.9% |
| 1Y | +7.8% | +103.9% | -96.1% | +2.9% |
| 3Y | +27.2% | +223.6% | -196.4% | +14.3% |
| All | +34.1% | +320.9% | -286.8% | +13.6% |
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 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