+1,208.8%
MTSI vs EXPD
+417.6%
+791.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.9% |
| 7D | +1.4% | -1.1% | +2.5% | +2.1% |
| 30D | +2.1% | +4.1% | -2.0% | -0.4% |
| 3M | -29.7% | +17.9% | -47.6% | -36.7% |
| 6M | +12.5% | +29.2% | -16.7% | -4.9% |
| YTD | +57.0% | +27.4% | +29.7% | +31.5% |
| 1Y | +103.9% | +56.8% | +47.1% | +47.1% |
| 3Y | +223.6% | +68.0% | +155.5% | +117.8% |
| 5Y | +321.6% | +61.9% | +259.7% | +184.6% |
| 10Y | +517.7% | +316.0% | +201.7% | +130.5% |
| All | +1,208.8% | +417.6% | +791.2% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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