+451.3%
MTSI vs EXPD
+304.0%
+147.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.1% | +12.3% |
| 7D | -10.0% | -7.2% | -2.8% | -5.3% |
| 30D | -37.2% | -3.3% | -33.9% | -35.7% |
| 3M | -30.1% | +3.4% | -33.4% | -31.4% |
| 6M | -31.9% | +22.7% | -54.6% | -40.5% |
| YTD | +23.2% | +24.5% | -1.4% | +3.8% |
| 1Y | +26.4% | +38.6% | -12.3% | -1.2% |
| 3Y | +186.2% | +71.5% | +114.7% | +84.1% |
| 5Y | +187.0% | +56.2% | +130.8% | +93.5% |
| All | +451.3% | +304.0% | +147.3% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling