+127.7%
EXPE vs MTSI
+465.0%
-337.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | 0.0% |
| 7D | -0.5% | +10.0% | -10.5% | -2.6% |
| 30D | -6.1% | -20.3% | +14.3% | -2.9% |
| 3M | -21.3% | -24.4% | +3.1% | -18.8% |
| 6M | +19.0% | -39.2% | +58.2% | +26.2% |
| YTD | -8.4% | +35.5% | -43.9% | -22.2% |
| 1Y | -2.8% | +43.0% | -45.8% | -18.7% |
| 3Y | +120.8% | +196.3% | -75.5% | +48.2% |
| 5Y | +46.2% | +210.0% | -163.8% | -5.3% |
| All | +127.7% | +465.0% | -337.4% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling