+468.8%
MTSI vs EXPD
+335.0%
+133.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.3% |
| 7D | +10.0% | +5.5% | +4.5% | +6.5% |
| 30D | -20.3% | -0.8% | -19.5% | -19.5% |
| 3M | -24.4% | +4.1% | -28.6% | -26.1% |
| 6M | -39.2% | +25.7% | -64.9% | -47.6% |
| YTD | +35.5% | +31.4% | +4.1% | +10.4% |
| 1Y | +43.0% | +42.2% | +0.9% | +10.1% |
| 3Y | +196.3% | +77.2% | +119.1% | +87.1% |
| 5Y | +210.0% | +61.0% | +149.0% | +105.6% |
| All | +468.8% | +335.0% | +133.8% | +91.6% |
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