+44.7%
XLU vs MTSI
+331.9%
-287.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.7% |
| 7D | +2.1% | +4.9% | -2.8% | +1.8% |
| 30D | -0.4% | -11.6% | +11.2% | +0.3% |
| 3M | +0.5% | -24.1% | +24.5% | +1.9% |
| 6M | -5.8% | +32.4% | -38.2% | -8.9% |
| YTD | +3.1% | +60.4% | -57.3% | -2.0% |
| 1Y | +8.1% | +111.0% | -102.9% | +0.1% |
| 3Y | +50.5% | +246.1% | -195.6% | +30.8% |
| 5Y | +44.7% | +340.3% | -295.6% | +19.5% |
| All | +44.7% | +331.9% | -287.2% | +19.5% |
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