+43.7%
XRT vs MTSI
+224.7%
-181.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | -4.2% | +2.1% | -6.3% | -5.1% |
| 3M | +5.1% | -29.7% | +34.8% | +10.5% |
| 6M | +2.4% | +12.5% | -10.1% | -3.3% |
| YTD | +3.2% | +57.0% | -53.8% | -10.2% |
| 1Y | +1.5% | +103.9% | -102.4% | -18.1% |
| All | +43.7% | +224.7% | -181.0% | -5.6% |
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 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