+206.9%
MTSI vs XHB
+28.9%
+178.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -6.1% |
| 7D | +10.0% | -0.2% | +10.2% | +10.3% |
| 30D | -20.3% | +9.9% | -30.3% | -26.3% |
| 3M | -24.4% | -6.3% | -18.1% | -21.6% |
| 6M | -39.2% | +3.8% | -43.0% | -41.6% |
| YTD | +35.5% | +0.1% | +35.3% | +32.1% |
| 1Y | +43.0% | -0.8% | +43.8% | +40.0% |
| 3Y | +196.3% | +35.6% | +160.7% | +115.0% |
| All | +206.9% | +28.9% | +178.0% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling