+451.3%
MTSI vs XPO
+1,334.3%
-883.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.3% | +10.6% | +10.7% |
| 7D | -10.0% | -6.7% | -3.3% | -7.0% |
| 30D | -37.2% | -1.9% | -35.3% | -36.6% |
| 3M | -30.1% | -9.9% | -20.2% | -26.8% |
| 6M | -31.9% | -16.4% | -15.5% | -26.9% |
| YTD | +23.2% | +30.2% | -7.0% | +8.7% |
| 1Y | +26.4% | +29.9% | -3.5% | +11.2% |
| 3Y | +186.2% | +122.6% | +63.5% | +87.9% |
| 5Y | +187.0% | +278.9% | -91.8% | +38.3% |
| All | +451.3% | +1,334.3% | -883.1% | +72.8% |
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