+307.2%
XLU vs MTSI
+1,208.2%
-901.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| YTD | +4.8% | +45.9% | -41.1% | +0.6% |
| 1Y | +0.5% | +47.0% | -46.5% | -3.6% |
| 3Y | +58.9% | +224.1% | -165.2% | +42.8% |
| 5Y | +52.7% | +238.5% | -185.8% | +35.5% |
| 10Y | +161.0% | +512.7% | -351.7% | +111.8% |
| All | +307.2% | +1,208.2% | -901.0% | +215.0% |
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