+159.0%
MTSI vs EXPD
+52.5%
+106.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.5% | -13.9% | -16.0% |
| 7D | -24.6% | -4.8% | -19.8% | -22.3% |
| 30D | -45.7% | -1.5% | -44.2% | -45.1% |
| 3M | -27.7% | +4.1% | -31.9% | -29.1% |
| 6M | -37.3% | +24.0% | -61.3% | -44.0% |
| YTD | +11.1% | +27.4% | -16.3% | -4.3% |
| 1Y | +27.2% | +38.4% | -11.2% | +4.0% |
| 3Y | +153.7% | +73.2% | +80.5% | +73.2% |
| 5Y | +159.0% | +59.9% | +99.1% | +71.6% |
| All | +159.0% | +52.5% | +106.5% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling