+183.6%
MTSI vs XME
+110.8%
+72.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.4% | +7.5% | +8.4% |
| 7D | -10.0% | -4.5% | -5.5% | -6.3% |
| 30D | -37.2% | -10.9% | -26.3% | -31.0% |
| 3M | -30.1% | -15.3% | -14.8% | -20.5% |
| 6M | -31.9% | -24.6% | -7.3% | -16.3% |
| YTD | +23.2% | -9.6% | +32.8% | +33.0% |
| 1Y | +26.4% | +2.9% | +23.5% | +25.5% |
| 3Y | +186.2% | +86.9% | +99.2% | +89.2% |
| All | +183.6% | +110.8% | +72.8% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling