+260.9%
XRT vs MTSI
+896.6%
-635.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -18.4% | +15.5% | +0.4% |
| 7D | +2.3% | -24.6% | +26.9% | +7.0% |
| 30D | +9.8% | -45.7% | +55.5% | +20.9% |
| 3M | -0.2% | -27.7% | +27.6% | +3.1% |
| 6M | +8.4% | -37.3% | +45.7% | +13.3% |
| YTD | +7.5% | +11.1% | -3.6% | -0.5% |
| 1Y | +13.2% | +27.2% | -14.0% | +1.5% |
| 3Y | +52.0% | +153.7% | -101.7% | +16.0% |
| 5Y | -3.2% | +159.0% | -162.1% | -27.6% |
| 10Y | +157.1% | +405.6% | -248.5% | +53.1% |
| All | +260.9% | +896.6% | -635.7% | +90.5% |
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