+104.9%
EXPE vs MTSI
+320.9%
-216.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.1% | -2.5% |
| 7D | -9.5% | +1.4% | -10.9% | -9.9% |
| 30D | -6.6% | +2.1% | -8.7% | -8.4% |
| 3M | +31.4% | -29.7% | +61.1% | +40.8% |
| 6M | +35.2% | +12.5% | +22.7% | +21.2% |
| YTD | +5.8% | +57.0% | -51.2% | -17.3% |
| 1Y | +38.7% | +103.9% | -65.2% | -3.1% |
| 3Y | +175.8% | +223.6% | -47.8% | +46.8% |
| All | +104.9% | +320.9% | -216.0% | -11.2% |
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