+34.8%
XLV vs MTSI
+341.2%
-306.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.7% |
| 7D | -2.6% | +4.9% | -7.5% | -3.0% |
| 30D | +0.9% | -11.6% | +12.5% | +1.6% |
| 3M | +10.0% | -24.1% | +34.0% | +11.8% |
| 6M | +10.4% | +32.4% | -22.0% | +5.3% |
| YTD | +8.9% | +60.4% | -51.6% | +1.4% |
| 1Y | +23.4% | +111.0% | -87.6% | +10.8% |
| 3Y | +33.1% | +246.1% | -213.1% | +8.2% |
| All | +34.8% | +341.2% | -306.4% | +0.9% |
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