+43.8%
EXC vs MTSI
+183.3%
-139.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -1.8% |
| 7D | -1.2% | -10.0% | +8.8% | -1.2% |
| 30D | +10.0% | -37.2% | +47.1% | +9.6% |
| 3M | +1.6% | -30.1% | +31.7% | +1.4% |
| 6M | +3.3% | -31.9% | +35.2% | +3.0% |
| YTD | +7.6% | +23.2% | -15.6% | +6.5% |
| 1Y | +3.5% | +26.4% | -22.9% | +2.4% |
| 3Y | +27.7% | +186.2% | -158.5% | +18.3% |
| All | +43.8% | +183.3% | -139.5% | +27.6% |
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 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