+451.3%
MTSI vs EXEL
+461.0%
-9.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.3% | +9.6% | +10.5% |
| 7D | -10.0% | +0.3% | -10.2% | -9.7% |
| 30D | -37.2% | +19.0% | -56.2% | -40.0% |
| 3M | -30.1% | +33.3% | -63.3% | -35.3% |
| 6M | -31.9% | +42.9% | -74.8% | -38.8% |
| YTD | +23.2% | +58.7% | -35.5% | +6.9% |
| 1Y | +26.4% | +70.5% | -44.1% | +7.3% |
| 3Y | +186.2% | +233.8% | -47.7% | +89.4% |
| 5Y | +187.0% | +259.3% | -72.3% | +81.3% |
| All | +451.3% | +461.0% | -9.8% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling