+170.4%
EXC vs MTSI
+1,308.1%
-1,137.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -1.3% | -29.7% | +28.4% | +0.5% |
| 6M | -9.7% | +12.5% | -22.2% | -11.5% |
| YTD | +2.9% | +57.0% | -54.1% | -1.8% |
| 1Y | +4.4% | +103.9% | -99.5% | -2.6% |
| 3Y | +22.2% | +223.6% | -201.4% | +7.4% |
| 5Y | +46.7% | +321.6% | -274.8% | +23.9% |
| 10Y | +155.3% | +517.7% | -362.4% | +93.3% |
| All | +170.4% | +1,308.1% | -1,137.8% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling