+512.7%
MTSI vs XPO
+1,289.5%
-776.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.1% |
| 7D | +7.2% | +0.5% | +6.7% | +7.6% |
| 30D | -18.4% | +4.7% | -23.1% | -19.9% |
| 3M | -16.7% | -7.1% | -9.6% | -13.9% |
| 6M | -31.7% | -6.3% | -25.5% | -29.9% |
| YTD | +45.9% | +39.1% | +6.8% | +25.3% |
| 1Y | +47.0% | +36.7% | +10.3% | +26.6% |
| 3Y | +224.1% | +127.4% | +96.7% | +110.7% |
| 5Y | +238.5% | +315.0% | -76.5% | +56.4% |
| 10Y | +512.7% | +1,263.5% | -750.8% | +58.7% |
| All | +512.7% | +1,289.5% | -776.8% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling