+1,208.8%
MTSI vs XPO
+3,323.2%
-2,114.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +1.8% |
| 7D | +1.4% | +2.4% | -1.0% | +0.4% |
| 30D | +2.1% | -3.5% | +5.6% | +3.5% |
| 3M | -29.7% | -11.9% | -17.8% | -26.4% |
| 6M | +12.5% | -10.0% | +22.5% | +16.6% |
| YTD | +57.0% | +42.1% | +14.9% | +36.8% |
| 1Y | +103.9% | +47.6% | +56.3% | +73.2% |
| 3Y | +223.6% | +153.6% | +70.0% | +115.8% |
| 5Y | +321.6% | +266.5% | +55.0% | +133.2% |
| 10Y | +517.7% | +1,460.4% | -942.7% | +111.0% |
| All | +1,208.8% | +3,323.2% | -2,114.5% | +285.2% |
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