+140.6%
EXE vs MTSI
+224.4%
-83.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -2.3% |
| 7D | -6.6% | -10.0% | +3.4% | -5.6% |
| 30D | -4.0% | -37.2% | +33.2% | +1.3% |
| 3M | -7.5% | -30.1% | +22.6% | -4.3% |
| 6M | -11.7% | -31.9% | +20.2% | -9.7% |
| YTD | -22.0% | +23.2% | -45.2% | -29.4% |
| 1Y | -21.8% | +26.4% | -48.2% | -29.8% |
| 3Y | +8.0% | +186.2% | -178.1% | -20.9% |
| 5Y | +62.3% | +187.0% | -124.8% | +14.2% |
| All | +140.6% | +224.4% | -83.8% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling