+517.6%
MTSI vs XME
+401.2%
+116.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | +2.1% | +6.0% | -3.9% | -2.4% |
| 3M | -29.7% | -7.7% | -22.0% | -25.5% |
| 6M | +12.5% | +1.0% | +11.6% | +11.6% |
| YTD | +57.0% | +14.6% | +42.4% | +41.0% |
| 1Y | +103.9% | +46.0% | +58.0% | +53.4% |
| 3Y | +223.6% | +127.0% | +96.6% | +76.1% |
| 5Y | +321.6% | +175.8% | +145.7% | +89.3% |
| All | +517.6% | +401.2% | +116.4% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling