+20.0%
EXE vs MTSI
+224.7%
-204.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.5% |
| 7D | -0.3% | +1.4% | -1.6% | -0.4% |
| 30D | +8.5% | +2.1% | +6.4% | +7.7% |
| 3M | +5.5% | -29.7% | +35.2% | +8.8% |
| 6M | -5.9% | +12.5% | -18.4% | -9.9% |
| YTD | -9.7% | +57.0% | -66.7% | -18.6% |
| 1Y | +3.6% | +103.9% | -100.3% | -11.5% |
| All | +20.0% | +224.7% | -204.7% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling