-23.8%
EXE vs MTSI
+43.9%
-67.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.3% |
| 7D | +3.6% | +29.1% | -25.6% | +3.6% |
| 30D | -4.3% | -20.4% | +16.1% | -4.7% |
| 3M | -7.7% | -20.9% | +13.3% | -7.8% |
| 6M | -7.2% | -32.3% | +25.0% | -7.4% |
| YTD | -18.5% | +43.5% | -62.0% | -22.8% |
| All | -23.8% | +43.9% | -67.7% | -29.1% |
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 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