+1,115.9%
MTSI vs EXEL
+1,204.4%
-88.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.2% | +10.3% |
| 7D | +7.2% | -2.8% | +10.0% | +8.0% |
| 30D | -18.4% | +18.2% | -36.6% | -20.9% |
| 3M | -16.7% | +37.7% | -54.4% | -21.6% |
| 6M | -31.7% | +42.2% | -73.9% | -36.5% |
| YTD | +45.9% | +61.3% | -15.4% | +31.8% |
| 1Y | +47.0% | +64.5% | -17.5% | +32.2% |
| 3Y | +224.1% | +236.7% | -12.6% | +146.2% |
| 5Y | +238.5% | +296.3% | -57.8% | +146.2% |
| 10Y | +512.7% | +331.1% | +181.6% | +319.3% |
| All | +1,115.9% | +1,204.4% | -88.6% | +575.9% |
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 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