+47.6%
EXC vs MTSI
+320.9%
-273.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.3% |
| 30D | -3.7% | +2.1% | -5.8% | -3.7% |
| 3M | -1.3% | -29.7% | +28.4% | -1.2% |
| 6M | -9.7% | +12.5% | -22.2% | -10.1% |
| YTD | +2.9% | +57.0% | -54.1% | +2.0% |
| 1Y | +4.4% | +103.9% | -99.5% | +3.0% |
| 3Y | +22.2% | +223.6% | -201.4% | +14.8% |
| All | +47.6% | +320.9% | -273.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling