+489.2%
XLV vs MTSI
+1,308.1%
-818.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.4% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +4.4% | +2.1% | +2.4% | +3.8% |
| 3M | +13.2% | -29.7% | +43.0% | +16.4% |
| 6M | +10.1% | +12.5% | -2.4% | +6.8% |
| YTD | +11.7% | +57.0% | -45.3% | +4.0% |
| 1Y | +26.9% | +103.9% | -77.0% | +14.1% |
| 3Y | +35.0% | +223.6% | -188.6% | +12.4% |
| 5Y | +35.9% | +321.6% | -285.7% | +7.8% |
| 10Y | +179.0% | +517.7% | -338.7% | +91.4% |
| All | +489.2% | +1,308.1% | -818.9% | +265.4% |
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 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