-69.6%
QXO vs MTSI
+359.4%
-429.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -5.2% |
| 7D | -3.9% | +11.1% | -14.9% | -6.7% |
| 30D | -17.4% | -3.7% | -13.7% | -17.0% |
| 3M | -22.5% | -20.2% | -2.3% | -18.4% |
| 6M | -41.4% | +30.8% | -72.2% | -47.0% |
| YTD | -34.1% | +67.0% | -101.2% | -44.9% |
| 1Y | -40.8% | +120.4% | -161.3% | -54.5% |
| 3Y | -43.9% | +260.4% | -304.3% | -62.6% |
| 5Y | -69.6% | +356.3% | -425.8% | -81.5% |
| All | -69.6% | +359.4% | -429.0% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling