+1,095.9%
MTSI vs EXEL
+1,188.6%
-92.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +29.1% | +1.6% | +27.5% | +28.8% |
| 30D | -20.4% | +17.4% | -37.8% | -22.7% |
| 3M | -20.9% | +38.6% | -59.5% | -25.7% |
| 6M | -32.3% | +41.2% | -73.5% | -36.9% |
| YTD | +43.5% | +59.3% | -15.9% | +30.0% |
| 1Y | +43.8% | +60.2% | -16.4% | +30.0% |
| 3Y | +218.8% | +232.6% | -13.8% | +142.7% |
| 5Y | +228.3% | +285.9% | -57.5% | +140.1% |
| 10Y | +502.6% | +325.9% | +176.8% | +313.4% |
| All | +1,095.9% | +1,188.6% | -92.6% | +566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling