+50.0%
EXPE vs MTSI
+59.5%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.0% | +11.5% | +10.4% |
| 7D | +14.6% | -10.7% | +25.3% | +13.5% |
| 30D | +21.4% | -29.0% | +50.4% | +18.6% |
| 3M | +1.4% | -14.7% | +16.1% | +0.8% |
| 6M | +28.6% | -20.1% | +48.7% | +25.3% |
| YTD | +12.1% | +36.1% | -24.0% | +0.6% |
| 1Y | +50.0% | +61.7% | -11.7% | +24.8% |
| All | +50.0% | +59.5% | -9.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling