+188.3%
EXC vs MTSI
+896.6%
-708.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -18.4% | +19.0% | +1.7% |
| 7D | +1.4% | -24.6% | +25.9% | +2.9% |
| 30D | +11.6% | -45.7% | +57.4% | +15.5% |
| 3M | +2.7% | -27.7% | +30.4% | +3.9% |
| 6M | +2.7% | -37.3% | +40.0% | +4.3% |
| YTD | +9.7% | +11.1% | -1.4% | +6.4% |
| 1Y | +4.5% | +27.2% | -22.6% | +0.2% |
| 3Y | +28.5% | +153.7% | -125.2% | +13.6% |
| 5Y | +43.9% | +159.0% | -115.0% | +25.2% |
| 10Y | +183.7% | +405.6% | -221.8% | +117.0% |
| All | +188.3% | +896.6% | -708.3% | +112.5% |
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