+789.4%
MTSI vs XLRE
+112.0%
+677.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +1.4% | -1.2% | +2.6% | +2.4% |
| 30D | +2.1% | -2.8% | +4.9% | +4.2% |
| 3M | -29.7% | -0.2% | -29.5% | -30.6% |
| 6M | +12.5% | +1.9% | +10.6% | +9.3% |
| YTD | +57.0% | +10.6% | +46.5% | +42.4% |
| 1Y | +103.9% | +8.8% | +95.1% | +86.9% |
| 3Y | +223.6% | +31.5% | +192.0% | +149.8% |
| 5Y | +321.6% | +6.6% | +315.0% | +285.8% |
| 10Y | +517.7% | +84.0% | +433.7% | +264.8% |
| All | +789.4% | +112.0% | +677.4% | +396.1% |
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