+16.2%
EXE vs MTSI
+211.6%
-195.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.4% | +0.9% |
| 7D | -3.9% | +3.5% | -7.4% | -4.3% |
| 30D | -2.6% | -30.3% | +27.8% | -0.1% |
| 3M | -6.9% | -26.0% | +19.1% | -5.3% |
| 6M | -9.3% | -36.1% | +26.8% | -7.0% |
| YTD | -20.7% | +34.3% | -55.0% | -27.8% |
| 1Y | -21.8% | +35.3% | -57.1% | -29.1% |
| 3Y | +16.2% | +217.6% | -201.4% | -10.3% |
| All | +16.2% | +211.6% | -195.4% | -10.3% |
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