+634.6%
XYZ vs MTSI
+454.4%
+180.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -2.8% |
| 7D | +12.6% | -3.8% | +16.4% | +13.1% |
| 30D | +10.8% | -31.4% | +42.2% | +24.7% |
| 3M | +8.4% | -23.8% | +32.1% | +14.6% |
| 6M | +14.3% | -37.1% | +51.4% | +25.3% |
| YTD | +31.5% | +32.2% | -0.7% | +0.7% |
| 1Y | +28.1% | +26.9% | +1.2% | -0.5% |
| 3Y | +66.2% | +193.7% | -127.6% | -17.2% |
| 5Y | -62.3% | +218.0% | -280.4% | -81.6% |
| 10Y | +634.6% | +477.8% | +156.8% | +140.8% |
| All | +634.6% | +454.4% | +180.2% | +140.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling