+43.9%
EXC vs MTSI
+153.3%
-109.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -18.4% | +19.0% | +0.4% |
| 7D | +1.4% | -24.6% | +25.9% | +1.0% |
| 30D | +11.6% | -45.7% | +57.4% | +11.1% |
| 3M | +2.7% | -27.7% | +30.4% | +2.4% |
| 6M | +2.7% | -37.3% | +40.0% | +2.2% |
| YTD | +9.7% | +11.1% | -1.4% | +8.5% |
| 1Y | +4.5% | +27.2% | -22.6% | +3.1% |
| 3Y | +28.5% | +153.7% | -125.2% | +19.2% |
| 5Y | +43.9% | +159.0% | -115.0% | +27.1% |
| All | +43.9% | +153.3% | -109.4% | +27.1% |
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