+539.5%
MTSI vs EXEL
+380.2%
+159.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.8% |
| 7D | +4.9% | +1.4% | +3.5% | +4.5% |
| 30D | -11.6% | +6.7% | -18.2% | -13.2% |
| 3M | -24.1% | +11.5% | -35.5% | -26.8% |
| 6M | +32.4% | +38.8% | -6.4% | +19.7% |
| YTD | +60.4% | +31.6% | +28.9% | +46.7% |
| 1Y | +111.0% | +53.0% | +58.0% | +83.8% |
| 3Y | +246.1% | +160.8% | +85.3% | +147.5% |
| 5Y | +340.3% | +190.1% | +150.2% | +197.9% |
| 10Y | +539.5% | +367.0% | +172.6% | +258.4% |
| All | +539.5% | +380.2% | +159.3% | +258.4% |
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