+39.5%
EXPE vs MTSI
+183.3%
-143.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.8% | -15.7% | -7.2% |
| 7D | -9.3% | -10.0% | +0.7% | -7.5% |
| 30D | +0.1% | -37.2% | +37.3% | +9.5% |
| 3M | -15.3% | -30.1% | +14.7% | -10.9% |
| 6M | +5.5% | -31.9% | +37.4% | +7.4% |
| YTD | -8.0% | +23.2% | -31.1% | -26.4% |
| 1Y | +18.9% | +26.4% | -7.5% | -6.1% |
| 3Y | +135.5% | +186.2% | -50.6% | +19.8% |
| All | +39.5% | +183.3% | -143.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling