+111.0%
MTSI vs XPO
+45.2%
+65.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.7% |
| 7D | +4.9% | +2.7% | +2.2% | +4.0% |
| 30D | -11.6% | -6.2% | -5.4% | -9.5% |
| 3M | -24.1% | -15.4% | -8.7% | -20.2% |
| 6M | +32.4% | +0.7% | +31.7% | +32.3% |
| YTD | +60.4% | +39.8% | +20.6% | +56.0% |
| 1Y | +111.0% | +43.3% | +67.7% | +107.9% |
| All | +111.0% | +45.2% | +65.7% | +107.9% |
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