+233.4%
XLY vs MTSI
+465.0%
-231.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.7% |
| 7D | +2.0% | +10.0% | -8.0% | -0.1% |
| 30D | +7.6% | -20.3% | +28.0% | +11.2% |
| 3M | +1.5% | -24.4% | +25.9% | +5.0% |
| 6M | +1.5% | -39.2% | +40.7% | +8.2% |
| YTD | +1.1% | +35.5% | -34.4% | -10.7% |
| 1Y | +4.3% | +43.0% | -38.8% | -9.2% |
| 3Y | +51.8% | +196.3% | -144.5% | +9.1% |
| 5Y | +22.8% | +210.0% | -187.2% | -14.4% |
| All | +233.4% | +465.0% | -231.6% | +80.5% |
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