+1,019.2%
MTSI vs XPO
+3,233.3%
-2,214.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.3% | +2.8% | +6.7% |
| 7D | +3.5% | -1.9% | +5.4% | +4.8% |
| 30D | -30.3% | +2.5% | -32.8% | -30.8% |
| 3M | -26.0% | -7.2% | -18.8% | -23.8% |
| 6M | -36.1% | -8.1% | -28.0% | -34.2% |
| YTD | +34.3% | +38.3% | -4.1% | +18.2% |
| 1Y | +35.3% | +33.6% | +1.7% | +20.2% |
| 3Y | +217.6% | +133.1% | +84.6% | +120.3% |
| 5Y | +210.1% | +308.9% | -98.8% | +65.7% |
| 10Y | +471.4% | +1,371.8% | -900.3% | +99.1% |
| All | +1,019.2% | +3,233.3% | -2,214.1% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling