+43.0%
MTSI vs EXEL
+60.1%
-17.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.5% |
| 7D | +10.0% | -0.8% | +10.8% | +10.1% |
| 30D | -20.3% | +13.1% | -33.5% | -19.1% |
| 3M | -24.4% | +36.3% | -60.8% | -22.7% |
| 6M | -39.2% | +34.5% | -73.7% | -38.6% |
| YTD | +35.5% | +57.4% | -21.9% | +31.4% |
| 1Y | +43.0% | +62.9% | -19.9% | +37.9% |
| All | +43.0% | +60.1% | -17.1% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling