+53.3%
XRT vs MTSI
+153.8%
-100.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -18.4% | +15.5% | -0.7% |
| 7D | +2.3% | -24.6% | +26.9% | +5.4% |
| 30D | +9.8% | -45.7% | +55.5% | +17.5% |
| 3M | -0.2% | -27.7% | +27.6% | +1.6% |
| 6M | +8.4% | -37.3% | +45.7% | +11.2% |
| YTD | +7.5% | +11.1% | -3.6% | -3.5% |
| 1Y | +13.2% | +27.2% | -14.0% | -2.3% |
| All | +53.3% | +153.8% | -100.5% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling