+266.0%
XRT vs MTSI
+1,208.2%
-942.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -1.9% |
| 7D | -1.4% | +7.2% | -8.6% | -3.2% |
| 30D | +9.8% | -18.4% | +28.2% | +12.3% |
| 3M | +3.3% | -16.7% | +20.0% | +4.3% |
| 6M | +13.6% | -31.7% | +45.3% | +17.4% |
| YTD | +9.1% | +45.9% | -36.8% | -3.9% |
| 1Y | +15.1% | +47.0% | -31.9% | +1.0% |
| 3Y | +59.9% | +224.1% | -164.1% | +16.7% |
| 5Y | -1.7% | +238.5% | -240.3% | -30.0% |
| 10Y | +141.1% | +512.7% | -371.6% | +38.2% |
| All | +266.0% | +1,208.2% | -942.1% | +83.8% |
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