+2.9%
EXC vs MTSI
+30.7%
-27.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.4% |
| 7D | +0.1% | -3.8% | +3.9% | +0.1% |
| 30D | +9.0% | -31.4% | +40.4% | +7.6% |
| 3M | +3.3% | -23.8% | +27.0% | +2.5% |
| 6M | +5.7% | -37.1% | +42.7% | +4.2% |
| YTD | +7.3% | +32.2% | -24.9% | +7.2% |
| 1Y | +2.9% | +26.9% | -24.0% | +2.3% |
| All | +2.9% | +30.7% | -27.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling