+667.4%
MTSI vs XLRE
+115.9%
+551.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | +0.8% | +9.2% | +9.4% |
| 30D | -20.3% | +6.9% | -27.3% | -24.6% |
| 3M | -24.4% | -0.8% | -23.6% | -24.2% |
| 6M | -39.2% | +2.1% | -41.3% | -41.1% |
| YTD | +35.5% | +12.6% | +22.9% | +20.9% |
| 1Y | +43.0% | +12.5% | +30.5% | +27.6% |
| 3Y | +196.3% | +44.2% | +152.1% | +111.9% |
| 5Y | +210.0% | +9.1% | +200.9% | +178.2% |
| 10Y | +469.1% | +111.8% | +357.3% | +210.1% |
| All | +667.4% | +115.9% | +551.5% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling