+477.8%
MTSI vs EXEL
+363.4%
+114.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -3.8% | -2.4% | -1.4% | -2.9% |
| 30D | -31.4% | +17.9% | -49.3% | -34.2% |
| 3M | -23.8% | +33.3% | -57.0% | -29.5% |
| 6M | -37.1% | +46.6% | -83.6% | -43.7% |
| YTD | +32.2% | +61.0% | -28.8% | +14.3% |
| 1Y | +26.9% | +70.4% | -43.5% | +7.8% |
| 3Y | +193.7% | +236.1% | -42.3% | +93.8% |
| 5Y | +218.0% | +284.8% | -66.8% | +96.3% |
| 10Y | +477.8% | +348.4% | +129.3% | +214.3% |
| All | +477.8% | +363.4% | +114.3% | +214.3% |
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