+517.6%
MTSI vs XPO
+1,478.1%
-960.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +1.6% |
| 7D | +1.4% | +2.4% | -1.0% | +0.3% |
| 30D | +2.1% | -3.5% | +5.6% | +3.7% |
| 3M | -29.7% | -11.9% | -17.8% | -26.0% |
| 6M | +12.5% | -10.0% | +22.5% | +17.1% |
| YTD | +57.0% | +42.1% | +14.9% | +33.7% |
| 1Y | +103.9% | +47.6% | +56.3% | +68.5% |
| 3Y | +223.6% | +153.6% | +70.0% | +99.4% |
| 5Y | +321.6% | +266.5% | +55.0% | +106.3% |
| All | +517.6% | +1,478.1% | -960.5% | +67.0% |
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