+148.1%
XRT vs MTSI
+448.7%
-300.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -3.7% |
| 7D | +0.9% | -10.0% | +10.9% | +2.3% |
| 30D | +7.9% | -37.2% | +45.1% | +16.3% |
| 3M | -0.2% | -30.1% | +29.9% | +4.3% |
| 6M | +5.6% | -31.9% | +37.5% | +8.8% |
| YTD | +5.7% | +23.2% | -17.5% | -5.2% |
| 1Y | +14.6% | +26.4% | -11.8% | +2.0% |
| 3Y | +50.7% | +186.2% | -135.5% | +8.4% |
| 5Y | -4.8% | +187.0% | -191.9% | -33.0% |
| All | +148.1% | +448.7% | -300.7% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling