After the Magi departed, an angel warned Joseph in a dream: 'Arise, and take the child and his mother, and fly into Egypt' (Matthew 2:13). The Holy Family remained there until Herod died — the route and resting places of the flight are the founding tradition of Egyptian Christianity, and the churches of Old Cairo, with the tree of Matariyyah, still mark them.
Matthew reads the return through Hosea: 'that it might be fulfilled which the Lord spoke by the prophet, saying: OUT OF EGYPT have I called my son' (Matthew 2:15, citing Hosea 11:1).
Read honestly, Hosea 11:1 is not a prediction in form — 'because Israel was a child, and I loved him: and I called my son out of Egypt' looks backward to the Exodus. Matthew's citation is typology, and the Church owns it as such: Israel, God's son, was called out of Egypt in the Exodus; Jesus, God's Son in the full sense, recapitulates His people's history in His own person — down into Egypt, out again, through the water and the wilderness. The 'fulfillment' is the pattern brought to its intended completeness, a mode of reading the New Testament applies to the Old throughout.