+581.1%
MTSI vs XLRE
+82.9%
+498.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +5.0% |
| 7D | +11.1% | -0.7% | +11.8% | +11.7% |
| 30D | -3.7% | -2.2% | -1.4% | -2.1% |
| 3M | -20.2% | -2.6% | -17.6% | -19.6% |
| 6M | +30.8% | +2.6% | +28.2% | +26.1% |
| YTD | +67.0% | +9.3% | +57.8% | +52.5% |
| 1Y | +120.4% | +7.2% | +113.2% | +104.0% |
| 3Y | +260.4% | +31.3% | +229.1% | +176.1% |
| 5Y | +356.3% | +8.1% | +348.1% | +310.9% |
| 10Y | +581.1% | +88.9% | +492.1% | +282.6% |
| All | +581.1% | +82.9% | +498.2% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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