+512.7%
MTSI vs XHB
+241.7%
+271.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.4% | +10.4% |
| 7D | +7.2% | -4.1% | +11.3% | +11.5% |
| 30D | -18.4% | +9.6% | -28.1% | -25.3% |
| 3M | -16.7% | -6.0% | -10.7% | -13.6% |
| 6M | -31.7% | +2.2% | -33.9% | -34.3% |
| YTD | +45.9% | +1.1% | +44.7% | +40.0% |
| 1Y | +47.0% | -1.7% | +48.7% | +44.1% |
| 3Y | +224.1% | +36.5% | +187.6% | +126.5% |
| 5Y | +238.5% | +33.5% | +205.1% | +138.4% |
| 10Y | +512.7% | +240.9% | +271.8% | +71.2% |
| All | +512.7% | +241.7% | +271.0% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling