+144.5%
EXE vs MTSI
+253.6%
-109.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.4% | +0.5% |
| 7D | -3.9% | +3.5% | -7.4% | -4.7% |
| 30D | -2.6% | -30.3% | +27.8% | +1.4% |
| 3M | -6.9% | -26.0% | +19.1% | -4.4% |
| 6M | -9.3% | -36.1% | +26.8% | -5.9% |
| YTD | -20.7% | +34.3% | -55.0% | -29.1% |
| 1Y | -21.8% | +35.3% | -57.1% | -30.3% |
| 3Y | +16.2% | +217.6% | -201.4% | -16.2% |
| 5Y | +61.1% | +210.1% | -149.0% | +12.3% |
| All | +144.5% | +253.6% | -109.1% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling