+193.7%
MTSI vs EXEL
+236.1%
-42.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -3.8% | -2.4% | -1.4% | -3.5% |
| 30D | -31.4% | +17.9% | -49.3% | -32.1% |
| 3M | -23.8% | +33.3% | -57.0% | -25.3% |
| 6M | -37.1% | +46.6% | -83.6% | -39.3% |
| YTD | +32.2% | +61.0% | -28.8% | +25.4% |
| 1Y | +26.9% | +70.4% | -43.5% | +19.5% |
| 3Y | +193.7% | +236.1% | -42.3% | +151.6% |
| All | +193.7% | +236.1% | -42.3% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling