+539.5%
MTSI vs XHB
+204.2%
+335.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +4.2% |
| 7D | +4.9% | +0.2% | +4.7% | +4.6% |
| 30D | -11.6% | -9.1% | -2.5% | -4.6% |
| 3M | -24.1% | -2.3% | -21.7% | -23.2% |
| 6M | +32.4% | -4.1% | +36.5% | +35.5% |
| YTD | +60.4% | -1.7% | +62.1% | +59.7% |
| 1Y | +111.0% | -15.1% | +126.1% | +136.6% |
| 3Y | +246.1% | +26.8% | +219.3% | +160.9% |
| 5Y | +340.3% | +37.3% | +303.0% | +204.9% |
| 10Y | +539.5% | +205.7% | +333.8% | +107.8% |
| All | +539.5% | +204.2% | +335.3% | +107.8% |
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