+548.0%
XLV vs MTSI
+1,186.7%
-638.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +1.6% | +29.1% | -27.5% | -1.0% |
| 30D | +10.7% | -20.4% | +31.1% | +12.5% |
| 3M | +11.9% | -20.9% | +32.9% | +13.2% |
| 6M | +29.8% | -32.3% | +62.1% | +32.3% |
| YTD | +22.8% | +43.5% | -20.6% | +14.2% |
| 1Y | +25.0% | +43.8% | -18.8% | +16.0% |
| 3Y | +56.4% | +218.8% | -162.4% | +29.0% |
| 5Y | +52.3% | +228.3% | -176.1% | +23.0% |
| 10Y | +215.0% | +502.6% | -287.6% | +114.4% |
| All | +548.0% | +1,186.7% | -638.7% | +301.3% |
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