+20.7%
XYZ vs MTSI
+59.5%
-38.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.3% | +15.3% |
| 7D | +16.5% | -10.7% | +27.2% | +16.4% |
| 30D | +15.0% | -29.0% | +43.9% | +14.9% |
| 3M | +3.5% | -14.7% | +18.2% | +3.7% |
| 6M | +21.9% | -20.1% | +42.0% | +21.1% |
| YTD | +34.6% | +36.1% | -1.5% | +31.9% |
| 1Y | +20.7% | +61.7% | -41.0% | +14.4% |
| All | +20.7% | +59.5% | -38.8% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling