+215.2%
XLY vs MTSI
+561.3%
-346.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | -4.2% | -11.5% | +7.4% | -2.2% |
| 3M | -2.7% | -26.6% | +24.0% | +2.2% |
| 6M | -0.6% | +23.5% | -24.2% | -7.6% |
| YTD | -5.0% | +60.5% | -65.5% | -17.3% |
| 1Y | -4.1% | +109.7% | -113.8% | -21.9% |
| 3Y | +33.6% | +247.8% | -214.2% | -5.2% |
| 5Y | +28.7% | +328.4% | -299.7% | -13.9% |
| All | +215.2% | +561.3% | -346.1% | +67.4% |
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