+451.3%
MTSI vs XHB
+252.6%
+198.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +12.1% |
| 7D | -10.0% | +1.3% | -11.3% | -11.2% |
| 30D | -37.2% | +7.8% | -45.0% | -41.8% |
| 3M | -30.1% | -5.5% | -24.6% | -27.9% |
| 6M | -31.9% | -2.6% | -29.3% | -32.1% |
| YTD | +23.2% | +0.4% | +22.8% | +18.9% |
| 1Y | +26.4% | -1.0% | +27.4% | +22.9% |
| 3Y | +186.2% | +37.3% | +148.9% | +98.8% |
| 5Y | +187.0% | +33.7% | +153.3% | +101.5% |
| All | +451.3% | +252.6% | +198.7% | +65.0% |
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