-64.6%
XYZ vs MTSI
+153.3%
-217.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.4% | +14.3% | +3.6% |
| 7D | +9.2% | -24.6% | +33.8% | +21.6% |
| 30D | +9.8% | -45.7% | +55.5% | +39.1% |
| 3M | -0.2% | -27.7% | +27.6% | +6.5% |
| 6M | +18.0% | -37.3% | +55.2% | +27.2% |
| YTD | +29.1% | +11.1% | +18.0% | -6.8% |
| 1Y | +14.1% | +27.2% | -13.1% | -26.4% |
| 3Y | +72.6% | +153.7% | -81.0% | -47.0% |
| 5Y | -64.6% | +159.0% | -223.6% | -90.5% |
| All | -64.6% | +153.3% | -217.9% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling