-4.7%
XRT vs MTSI
+183.3%
-188.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -4.0% |
| 7D | +0.9% | -10.0% | +10.9% | +2.5% |
| 30D | +7.9% | -37.2% | +45.1% | +17.9% |
| 3M | -0.2% | -30.1% | +29.9% | +5.0% |
| 6M | +5.6% | -31.9% | +37.5% | +8.8% |
| YTD | +5.7% | +23.2% | -17.5% | -11.5% |
| 1Y | +14.6% | +26.4% | -11.8% | -5.3% |
| 3Y | +50.7% | +186.2% | -135.5% | -17.7% |
| All | -4.7% | +183.3% | -188.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling