-1.4%
EXPE vs MTSI
+41.9%
-43.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -8.0% | +3.1% |
| 7D | -17.8% | +7.2% | -24.9% | -17.2% |
| 30D | -3.2% | -18.4% | +15.2% | -4.9% |
| 3M | -19.0% | -16.7% | -2.3% | -19.6% |
| 6M | +17.7% | -31.7% | +49.4% | +16.9% |
| YTD | -7.8% | +45.9% | -53.7% | -12.9% |
| 1Y | -1.4% | +47.0% | -48.4% | -7.0% |
| All | -1.4% | +41.9% | -43.2% | -7.0% |
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