+20.5%
XYZ vs MTSI
+38.8%
-18.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | +1.6% |
| 7D | +12.1% | -10.0% | +22.1% | +12.2% |
| 30D | +12.4% | -37.2% | +49.6% | +12.7% |
| 3M | +8.2% | -30.1% | +38.2% | +8.5% |
| 6M | +20.7% | -31.9% | +52.6% | +20.2% |
| YTD | +31.3% | +23.2% | +8.1% | +24.1% |
| 1Y | +20.5% | +26.4% | -5.9% | +10.2% |
| All | +20.5% | +38.8% | -18.3% | +10.2% |
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