+1,208.8%
MTSI vs EXEL
+988.7%
+220.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +1.4% | +8.4% | -7.0% | -0.2% |
| 30D | +2.1% | +4.1% | -2.0% | +0.9% |
| 3M | -29.7% | +12.4% | -42.2% | -31.7% |
| 6M | +12.5% | +41.5% | -29.0% | +4.3% |
| YTD | +57.0% | +34.6% | +22.4% | +46.7% |
| 1Y | +103.9% | +57.9% | +46.1% | +83.9% |
| 3Y | +223.6% | +159.5% | +64.1% | +157.7% |
| 5Y | +321.6% | +198.5% | +123.1% | +222.3% |
| 10Y | +517.7% | +411.4% | +106.4% | +315.7% |
| All | +1,208.8% | +988.7% | +220.0% | +652.2% |
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