+268.4%
XLP vs MTSI
+1,308.1%
-1,039.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -0.9% | +2.1% | -3.0% | -1.2% |
| 3M | +3.8% | -29.7% | +33.5% | +5.5% |
| 6M | -1.7% | +12.5% | -14.3% | -3.5% |
| YTD | +10.3% | +57.0% | -46.8% | +5.8% |
| 1Y | +7.8% | +103.9% | -96.1% | +1.3% |
| 3Y | +27.2% | +223.6% | -196.4% | +13.8% |
| 5Y | +32.5% | +321.6% | -289.0% | +15.0% |
| 10Y | +101.8% | +517.7% | -415.9% | +59.7% |
| All | +268.4% | +1,308.1% | -1,039.8% | +174.4% |
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