+599.5%
XYZ vs MTSI
+448.7%
+150.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | -2.4% |
| 7D | +12.1% | -10.0% | +22.1% | +15.4% |
| 30D | +12.4% | -37.2% | +49.6% | +30.8% |
| 3M | +8.2% | -30.1% | +38.2% | +18.3% |
| 6M | +20.7% | -31.9% | +52.6% | +27.1% |
| YTD | +31.3% | +23.2% | +8.1% | +3.5% |
| 1Y | +20.5% | +26.4% | -5.9% | -6.7% |
| 3Y | +72.6% | +186.2% | -113.5% | -13.3% |
| 5Y | -64.0% | +187.0% | -251.0% | -81.7% |
| All | +599.5% | +448.7% | +150.8% | +143.5% |
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