-24.8%
EXE vs MTSI
+43.1%
-68.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +2.9% | +29.1% | -26.2% | +2.9% |
| 30D | -4.9% | -20.4% | +15.5% | -5.3% |
| 3M | -8.3% | -20.9% | +12.7% | -8.4% |
| 6M | -7.8% | -32.3% | +24.4% | -7.9% |
| YTD | -19.0% | +43.5% | -62.5% | -23.3% |
| 1Y | -24.8% | +43.8% | -68.7% | -29.4% |
| All | -24.8% | +43.1% | -68.0% | -29.4% |
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