+477.8%
MTSI vs RJF
+343.7%
+134.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -3.8% | +4.0% | -7.8% | -5.8% |
| 30D | -31.4% | +6.1% | -37.5% | -33.9% |
| 3M | -23.8% | -5.8% | -17.9% | -21.5% |
| 6M | -37.1% | +9.7% | -46.8% | -41.7% |
| YTD | +32.2% | +6.2% | +26.1% | +23.7% |
| 1Y | +26.9% | +5.3% | +21.6% | +19.4% |
| 3Y | +193.7% | +74.4% | +119.3% | +99.4% |
| 5Y | +218.0% | +81.6% | +136.5% | +105.3% |
| 10Y | +477.8% | +333.6% | +144.2% | +133.4% |
| All | +477.8% | +343.7% | +134.1% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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