+50.7%
XRT vs MTSI
+181.3%
-130.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -2.9% |
| 7D | +0.9% | -10.0% | +10.9% | +1.8% |
| 30D | +7.9% | -37.2% | +45.1% | +13.5% |
| 3M | -0.2% | -30.1% | +29.9% | +2.8% |
| 6M | +5.6% | -31.9% | +37.5% | +7.4% |
| YTD | +5.7% | +23.2% | -17.5% | -6.3% |
| 1Y | +14.6% | +26.4% | -11.8% | +0.6% |
| 3Y | +50.7% | +186.2% | -135.5% | -3.9% |
| All | +50.7% | +181.3% | -130.6% | -3.9% |
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