+826.3%
MTSI vs EXPD
+417.8%
+408.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.5% | -13.9% | -15.6% |
| 7D | -24.6% | -4.8% | -19.8% | -21.9% |
| 30D | -45.7% | -1.5% | -44.2% | -45.0% |
| 3M | -27.7% | +4.1% | -31.9% | -29.4% |
| 6M | -37.3% | +24.0% | -61.3% | -45.2% |
| YTD | +11.1% | +27.4% | -16.3% | -6.8% |
| 1Y | +27.2% | +38.4% | -11.2% | +0.9% |
| 3Y | +153.7% | +73.2% | +80.5% | +67.7% |
| 5Y | +159.0% | +59.9% | +99.1% | +77.4% |
| 10Y | +405.6% | +319.9% | +85.7% | +88.2% |
| All | +826.3% | +417.8% | +408.5% | +209.7% |
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