+145.1%
XRT vs MTSI
+454.4%
-309.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.1% |
| 7D | +4.1% | -3.8% | +7.9% | +4.3% |
| 30D | +9.9% | -31.4% | +41.3% | +16.5% |
| 3M | +2.3% | -23.8% | +26.0% | +5.1% |
| 6M | +9.6% | -37.1% | +46.6% | +15.3% |
| YTD | +9.1% | +32.2% | -23.1% | -3.4% |
| 1Y | +16.2% | +26.9% | -10.7% | +3.6% |
| 3Y | +60.1% | +193.7% | -133.7% | +14.7% |
| 5Y | -0.5% | +218.0% | -218.5% | -31.2% |
| 10Y | +145.1% | +477.8% | -332.6% | +29.8% |
| All | +145.1% | +454.4% | -309.3% | +29.8% |
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