+150.1%
EXE vs MTSI
+248.2%
-98.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | -2.2% | -3.8% | +1.6% | -2.0% |
| 30D | -0.3% | -31.4% | +31.1% | +4.0% |
| 3M | -9.3% | -23.8% | +14.4% | -7.3% |
| 6M | -7.2% | -37.1% | +29.8% | -3.5% |
| YTD | -18.9% | +32.2% | -51.1% | -27.3% |
| 1Y | -21.7% | +26.9% | -48.6% | -29.4% |
| 3Y | +21.0% | +193.7% | -172.8% | -11.4% |
| 5Y | +76.0% | +218.0% | -142.1% | +22.0% |
| All | +150.1% | +248.2% | -98.1% | +69.6% |
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