+18.4%
XRT vs MTSI
+59.5%
-41.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.5% |
| 7D | +8.0% | -10.7% | +18.7% | +7.9% |
| 30D | +13.0% | -29.0% | +42.0% | +13.1% |
| 3M | +1.7% | -14.7% | +16.4% | +1.4% |
| 6M | +12.6% | -20.1% | +32.7% | +12.2% |
| YTD | +10.7% | +36.1% | -25.5% | +9.3% |
| 1Y | +18.4% | +61.7% | -43.4% | +18.5% |
| All | +18.4% | +59.5% | -41.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling