+218.0%
MTSI vs XLRE
+9.5%
+208.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -3.8% | +2.1% | -5.9% | -4.9% |
| 30D | -31.4% | +7.1% | -38.5% | -34.6% |
| 3M | -23.8% | +1.3% | -25.0% | -24.5% |
| 6M | -37.1% | +2.1% | -39.2% | -38.8% |
| YTD | +32.2% | +13.1% | +19.1% | +18.6% |
| 1Y | +26.9% | +11.9% | +15.0% | +14.8% |
| 3Y | +193.7% | +43.7% | +150.1% | +113.9% |
| 5Y | +218.0% | +9.7% | +208.3% | +188.3% |
| All | +218.0% | +9.5% | +208.5% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling