+153.4%
EXE vs MTSI
+256.8%
-103.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.5% |
| 7D | +5.3% | +10.0% | -4.7% | +3.9% |
| 30D | -2.2% | -20.3% | +18.1% | 0.0% |
| 3M | -5.9% | -24.4% | +18.5% | -3.7% |
| 6M | -5.7% | -39.2% | +33.5% | -1.3% |
| YTD | -17.8% | +35.5% | -53.3% | -26.6% |
| 1Y | -23.1% | +43.0% | -66.2% | -32.2% |
| 3Y | +21.2% | +196.3% | -175.1% | -11.3% |
| 5Y | +78.8% | +210.0% | -131.2% | +24.5% |
| All | +153.4% | +256.8% | -103.3% | +71.1% |
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