+35.8%
XYZ vs MTSI
+35.9%
-0.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.6% | +8.4% | +2.9% |
| 7D | -1.1% | +10.0% | -11.0% | -1.2% |
| 30D | +11.5% | -20.3% | +31.9% | +11.3% |
| 3M | +1.8% | -24.4% | +26.2% | +1.7% |
| 6M | +21.2% | -39.2% | +60.4% | +21.8% |
| YTD | +29.9% | +35.5% | -5.5% | +26.9% |
| 1Y | +35.8% | +43.0% | -7.3% | +31.7% |
| All | +35.8% | +35.9% | -0.1% | +31.7% |
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