+23.8%
XLY vs MTSI
+236.8%
-213.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.4% | -2.5% |
| 7D | -1.1% | +7.2% | -8.3% | -3.4% |
| 30D | +7.8% | -18.4% | +26.2% | +11.7% |
| 3M | +1.7% | -16.7% | +18.4% | +3.5% |
| 6M | +1.8% | -31.7% | +33.5% | +7.4% |
| YTD | +2.0% | +45.9% | -43.9% | -17.8% |
| 1Y | +1.8% | +47.0% | -45.1% | -18.4% |
| 3Y | +53.7% | +224.1% | -170.4% | -17.2% |
| All | +23.8% | +236.8% | -213.0% | -38.7% |
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