-13.4%
EXE vs MTSI
-35.1%
+21.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -18.4% | +16.1% | -2.5% |
| 7D | -5.6% | -24.6% | +19.0% | -6.1% |
| 30D | -3.3% | -45.7% | +42.4% | -4.9% |
| 3M | -5.5% | -27.7% | +22.3% | -5.7% |
| 6M | -13.4% | -37.3% | +23.9% | -12.9% |
| All | -13.4% | -35.1% | +21.6% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling