+61.7%
MTSI vs XPO
+38.8%
+23.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -10.7% | +3.5% | -14.2% | -11.9% |
| 30D | -29.0% | +2.8% | -31.8% | -29.9% |
| 3M | -14.7% | -7.5% | -7.2% | -12.3% |
| 6M | -20.1% | -5.9% | -14.1% | -18.5% |
| YTD | +36.1% | +38.4% | -2.3% | +31.7% |
| 1Y | +61.7% | +33.7% | +28.1% | +57.5% |
| All | +61.7% | +38.8% | +23.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling