-25.0%
QXO vs MTSI
+59.5%
-84.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +8.3% |
| 7D | +16.6% | -10.7% | +27.2% | +18.9% |
| 30D | +6.6% | -29.0% | +35.6% | +13.9% |
| 3M | -17.5% | -14.7% | -2.8% | -16.9% |
| 6M | -33.8% | -20.1% | -13.7% | -32.8% |
| YTD | -34.4% | +36.1% | -70.5% | -40.6% |
| 1Y | -25.0% | +61.7% | -86.7% | -34.4% |
| All | -25.0% | +59.5% | -84.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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