+543.7%
XLY vs MTSI
+1,208.2%
-664.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.4% | -1.9% |
| 7D | -1.1% | +7.2% | -8.3% | -2.8% |
| 30D | +7.8% | -18.4% | +26.2% | +10.6% |
| 3M | +1.7% | -16.7% | +18.4% | +3.0% |
| 6M | +1.8% | -31.7% | +33.5% | +5.6% |
| YTD | +2.0% | +45.9% | -43.9% | -9.8% |
| 1Y | +1.8% | +47.0% | -45.1% | -10.2% |
| 3Y | +53.7% | +224.1% | -170.4% | +13.1% |
| 5Y | +24.2% | +238.5% | -214.3% | -10.7% |
| 10Y | +236.3% | +512.7% | -276.4% | +96.4% |
| All | +543.7% | +1,208.2% | -664.4% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling