+206.9%
MTSI vs XPO
+306.2%
-99.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -6.5% |
| 7D | +10.0% | +9.0% | +1.0% | +6.3% |
| 30D | -20.3% | +4.2% | -24.5% | -21.5% |
| 3M | -24.4% | -8.7% | -15.8% | -21.5% |
| 6M | -39.2% | -2.8% | -36.4% | -38.6% |
| YTD | +35.5% | +41.9% | -6.4% | +16.8% |
| 1Y | +43.0% | +42.3% | +0.7% | +22.6% |
| 3Y | +196.3% | +127.3% | +69.0% | +98.1% |
| All | +206.9% | +306.2% | -99.3% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling