+186.2%
MTSI vs EXPD
+68.8%
+117.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.1% | +11.7% |
| 7D | -10.0% | -7.2% | -2.8% | -7.2% |
| 30D | -37.2% | -3.3% | -33.9% | -36.2% |
| 3M | -30.1% | +3.4% | -33.4% | -30.6% |
| 6M | -31.9% | +22.7% | -54.6% | -36.7% |
| YTD | +23.2% | +24.5% | -1.4% | +12.0% |
| 1Y | +26.4% | +38.6% | -12.3% | +9.4% |
| 3Y | +186.2% | +71.5% | +114.7% | +113.2% |
| All | +186.2% | +68.8% | +117.3% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling