+38.8%
QXO vs MTSI
+588.3%
-549.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -4.8% |
| 7D | -3.9% | +11.1% | -14.9% | -5.7% |
| 30D | -17.4% | -3.7% | -13.7% | -17.1% |
| 3M | -22.5% | -20.2% | -2.3% | -20.0% |
| 6M | -41.4% | +30.8% | -72.2% | -44.7% |
| YTD | -34.1% | +67.0% | -101.2% | -40.6% |
| 1Y | -40.8% | +120.4% | -161.3% | -49.1% |
| 3Y | -43.9% | +260.4% | -304.3% | -55.1% |
| 5Y | -69.6% | +356.3% | -425.8% | -76.8% |
| All | +38.8% | +588.3% | -549.4% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling