+52.7%
XLU vs MTSI
+247.2%
-194.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -0.4% |
| 7D | +0.5% | +7.2% | -6.7% | -0.1% |
| 30D | +5.3% | -18.4% | +23.7% | +6.2% |
| 3M | +1.2% | -16.7% | +17.9% | +1.7% |
| 6M | -1.6% | -31.7% | +30.1% | -0.1% |
| YTD | +4.8% | +45.9% | -41.1% | -0.5% |
| 1Y | +0.5% | +47.0% | -46.5% | -4.8% |
| 3Y | +58.9% | +224.1% | -165.2% | +37.0% |
| 5Y | +52.7% | +238.5% | -185.8% | +25.5% |
| All | +52.7% | +247.2% | -194.5% | +25.5% |
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