+3.6%
EXE vs MTSI
+105.1%
-101.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.1% |
| 7D | -0.3% | +1.4% | -1.6% | -0.2% |
| 30D | +8.5% | +2.1% | +6.4% | +8.2% |
| 3M | +5.5% | -29.7% | +35.2% | +6.0% |
| 6M | -5.9% | +12.5% | -18.4% | -8.0% |
| YTD | -9.7% | +57.0% | -66.7% | -14.9% |
| 1Y | +3.6% | +103.9% | -100.3% | -6.7% |
| All | +3.6% | +105.1% | -101.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling