+246.1%
MTSI vs XLRE
+31.7%
+214.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | -11.6% | -2.4% | -9.2% | -10.5% |
| 3M | -24.1% | +0.6% | -24.6% | -25.3% |
| 6M | +32.4% | +3.9% | +28.5% | +27.1% |
| YTD | +60.4% | +10.5% | +49.9% | +47.6% |
| 1Y | +111.0% | +8.4% | +102.6% | +96.3% |
| 3Y | +246.1% | +32.8% | +213.3% | +172.0% |
| All | +246.1% | +31.7% | +214.5% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling