+26.4%
MTSI vs RJF
+3.3%
+23.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.2% | +12.1% | +10.8% |
| 7D | -10.0% | +3.6% | -13.5% | -9.6% |
| 30D | -37.2% | +3.5% | -40.7% | -36.9% |
| 3M | -30.1% | -8.9% | -21.2% | -29.3% |
| 6M | -31.9% | +2.9% | -34.8% | -31.3% |
| YTD | +23.2% | +2.8% | +20.4% | +19.8% |
| 1Y | +26.4% | +2.7% | +23.7% | +22.4% |
| All | +26.4% | +3.3% | +23.1% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling