+200.1%
EXC vs MTSI
+539.0%
-339.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -0.5% |
| 7D | -1.4% | +7.2% | -8.5% | -2.0% |
| 30D | +8.3% | -18.4% | +26.7% | +9.3% |
| 3M | +2.6% | -16.7% | +19.3% | +3.1% |
| 6M | +5.2% | -31.7% | +36.9% | +6.7% |
| YTD | +7.5% | +45.9% | -38.3% | +1.7% |
| 1Y | +3.2% | +47.0% | -43.8% | -2.6% |
| 3Y | +29.5% | +224.1% | -194.5% | +9.7% |
| 5Y | +39.7% | +238.5% | -198.9% | +15.5% |
| 10Y | +200.1% | +512.7% | -312.6% | +111.6% |
| All | +200.1% | +539.0% | -339.0% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling