+10.0%
EXPE vs MTSI
-35.1%
+45.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -18.4% | +4.6% | -15.8% |
| 7D | -3.6% | -24.6% | +21.0% | -7.2% |
| 30D | +4.8% | -45.7% | +50.5% | -4.0% |
| 3M | -14.6% | -27.7% | +13.1% | -16.7% |
| 6M | +10.0% | -37.3% | +47.3% | +2.6% |
| All | +10.0% | -35.1% | +45.0% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling