+72.6%
XYZ vs MTSI
+181.3%
-108.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | -0.4% |
| 7D | +12.1% | -10.0% | +22.1% | +13.9% |
| 30D | +12.4% | -37.2% | +49.6% | +22.2% |
| 3M | +8.2% | -30.1% | +38.2% | +13.8% |
| 6M | +20.7% | -31.9% | +52.6% | +23.8% |
| YTD | +31.3% | +23.2% | +8.1% | +6.9% |
| 1Y | +20.5% | +26.4% | -5.9% | -3.4% |
| 3Y | +72.6% | +186.2% | -113.5% | -3.0% |
| All | +72.6% | +181.3% | -108.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling