+267.7%
XRT vs MTSI
+1,104.2%
-836.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.4% | +2.1% |
| 7D | +2.5% | +3.5% | -1.0% | +1.3% |
| 30D | +10.3% | -30.3% | +40.6% | +16.1% |
| 3M | +2.4% | -26.0% | +28.4% | +5.6% |
| 6M | +10.0% | -36.1% | +46.1% | +15.0% |
| YTD | +9.5% | +34.3% | -24.7% | -2.0% |
| 1Y | +17.2% | +35.3% | -18.1% | +4.4% |
| 3Y | +62.0% | +217.6% | -155.7% | +18.6% |
| 5Y | -2.1% | +210.1% | -212.2% | -29.1% |
| 10Y | +152.6% | +471.4% | -318.9% | +46.7% |
| All | +267.7% | +1,104.2% | -836.5% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling