+106.6%
EXE vs MTSI
+320.9%
-214.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.6% |
| 7D | -0.3% | +1.4% | -1.6% | -0.5% |
| 30D | +8.5% | +2.1% | +6.4% | +7.5% |
| 3M | +5.5% | -29.7% | +35.2% | +10.1% |
| 6M | -5.9% | +12.5% | -18.4% | -10.8% |
| YTD | -9.7% | +57.0% | -66.7% | -20.4% |
| 1Y | +3.6% | +103.9% | -100.3% | -14.1% |
| 3Y | +18.0% | +223.6% | -205.5% | -15.0% |
| All | +106.6% | +320.9% | -214.3% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling