+803.4%
EXPE vs MTSI
+896.6%
-93.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -18.4% | +4.6% | -10.0% |
| 7D | -3.6% | -24.6% | +21.0% | +1.9% |
| 30D | +4.8% | -45.7% | +50.5% | +17.5% |
| 3M | -14.6% | -27.7% | +13.1% | -11.4% |
| 6M | +10.0% | -37.3% | +47.3% | +15.0% |
| YTD | -3.3% | +11.1% | -14.4% | -13.1% |
| 1Y | +28.4% | +27.2% | +1.2% | +11.4% |
| 3Y | +145.1% | +153.7% | -8.6% | +75.0% |
| 5Y | +51.6% | +159.0% | -107.3% | +5.7% |
| 10Y | +128.8% | +405.6% | -276.7% | +22.6% |
| All | +803.4% | +896.6% | -93.2% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling