+34.8%
XLY vs MTSI
+243.1%
-208.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -0.5% | +4.9% | -5.4% | -1.4% |
| 30D | -4.9% | -11.6% | +6.7% | -3.1% |
| 3M | -1.0% | -24.1% | +23.0% | +3.3% |
| 6M | 0.0% | +32.4% | -32.4% | -9.5% |
| YTD | -4.2% | +60.4% | -64.6% | -18.3% |
| 1Y | -2.7% | +111.0% | -113.6% | -24.1% |
| All | +34.8% | +243.1% | -208.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling