+510.0%
XLY vs MTSI
+1,308.1%
-798.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.0% |
| 7D | -2.0% | +1.4% | -3.3% | -2.2% |
| 30D | -3.1% | +2.1% | -5.2% | -4.1% |
| 3M | -1.8% | -29.7% | +27.9% | +3.4% |
| 6M | -0.9% | +12.5% | -13.4% | -5.5% |
| YTD | -3.4% | +57.0% | -60.4% | -14.2% |
| 1Y | -1.5% | +103.9% | -105.4% | -17.5% |
| 3Y | +38.8% | +223.6% | -184.8% | +3.9% |
| 5Y | +30.5% | +321.6% | -291.1% | -8.0% |
| 10Y | +215.3% | +517.7% | -302.4% | +86.1% |
| All | +510.0% | +1,308.1% | -798.1% | +216.8% |
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