+27.4%
XLY vs MTSI
+359.4%
-332.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.5% | -2.4% |
| 7D | -2.1% | +11.1% | -13.2% | -4.9% |
| 30D | -6.0% | -3.7% | -2.4% | -5.7% |
| 3M | -2.7% | -20.2% | +17.5% | +1.6% |
| 6M | -1.5% | +30.8% | -32.3% | -13.4% |
| YTD | -5.4% | +67.0% | -72.5% | -24.5% |
| 1Y | -3.8% | +120.4% | -124.3% | -31.5% |
| 3Y | +36.6% | +260.4% | -223.8% | -25.9% |
| 5Y | +27.4% | +356.3% | -328.9% | -41.2% |
| All | +27.4% | +359.4% | -332.1% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling