+80.3%
EXE vs MTSI
+206.4%
-126.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.5% |
| 7D | +5.3% | +10.0% | -4.7% | +4.0% |
| 30D | -2.2% | -20.3% | +18.1% | -0.1% |
| 3M | -5.9% | -24.4% | +18.5% | -3.8% |
| 6M | -5.7% | -39.2% | +33.5% | -1.4% |
| YTD | -17.8% | +35.5% | -53.3% | -26.8% |
| 1Y | -23.1% | +43.0% | -66.2% | -32.4% |
| 3Y | +21.2% | +196.3% | -175.1% | -12.4% |
| All | +80.3% | +206.4% | -126.1% | +25.7% |
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