+217.7%
XLV vs MTSI
+465.0%
-247.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.1% |
| 7D | +2.2% | +10.0% | -7.8% | +1.2% |
| 30D | +8.6% | -20.3% | +28.9% | +10.2% |
| 3M | +12.6% | -24.4% | +37.0% | +14.3% |
| 6M | +29.8% | -39.2% | +69.0% | +33.6% |
| YTD | +23.5% | +35.5% | -12.0% | +15.4% |
| 1Y | +25.7% | +43.0% | -17.3% | +16.6% |
| 3Y | +56.3% | +196.3% | -139.9% | +29.7% |
| 5Y | +53.1% | +210.0% | -156.9% | +24.0% |
| All | +217.7% | +465.0% | -247.3% | +116.4% |
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 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