+69.7%
XYZ vs MTSI
+153.8%
-84.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.4% | +14.3% | -0.5% |
| 7D | +9.2% | -24.6% | +33.8% | +14.9% |
| 30D | +9.8% | -45.7% | +55.5% | +23.1% |
| 3M | -0.2% | -27.7% | +27.6% | +3.2% |
| 6M | +18.0% | -37.3% | +55.2% | +22.7% |
| YTD | +29.1% | +11.1% | +18.0% | +7.4% |
| 1Y | +14.1% | +27.2% | -13.1% | -11.2% |
| All | +69.7% | +153.8% | -84.1% | -2.6% |
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