+152.5%
EXC vs MTSI
+514.0%
-361.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.3% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | -3.7% | +2.1% | -5.8% | -4.1% |
| 3M | -1.3% | -29.7% | +28.4% | +0.8% |
| 6M | -9.7% | +12.5% | -22.2% | -11.8% |
| YTD | +2.9% | +57.0% | -54.1% | -2.5% |
| 1Y | +4.4% | +103.9% | -99.5% | -3.8% |
| 3Y | +22.2% | +223.6% | -201.4% | +4.6% |
| 5Y | +46.7% | +321.6% | -274.8% | +19.5% |
| All | +152.5% | +514.0% | -361.5% | +79.3% |
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