+128.8%
XRT vs MTSI
+514.0%
-385.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | -4.2% | +2.1% | -6.3% | -5.3% |
| 3M | +5.1% | -29.7% | +34.8% | +11.0% |
| 6M | +2.4% | +12.5% | -10.1% | -3.1% |
| YTD | +3.2% | +57.0% | -53.8% | -9.7% |
| 1Y | +1.5% | +103.9% | -102.4% | -16.8% |
| 3Y | +40.6% | +223.6% | -183.0% | +1.0% |
| 5Y | -1.0% | +321.6% | -322.5% | -33.6% |
| All | +128.8% | +514.0% | -385.3% | +20.2% |
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