+143.2%
XLU vs MTSI
+571.2%
-428.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.5% |
| 7D | +0.6% | +11.1% | -10.5% | -0.1% |
| 30D | -0.4% | -3.7% | +3.2% | -0.3% |
| 3M | -1.7% | -20.2% | +18.5% | -0.6% |
| 6M | -7.1% | +30.8% | -37.9% | -9.8% |
| YTD | +1.9% | +67.0% | -65.1% | -3.1% |
| 1Y | +6.1% | +120.4% | -114.3% | -1.5% |
| 3Y | +48.8% | +260.4% | -211.6% | +31.0% |
| 5Y | +43.8% | +356.3% | -312.5% | +22.8% |
| 10Y | +143.2% | +581.1% | -437.9% | +89.3% |
| All | +143.2% | +571.2% | -428.0% | +89.3% |
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