+234.3%
MTSI vs RJF
+77.4%
+156.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +4.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | +2.1% | -1.3% | +3.3% | +2.4% |
| 3M | -29.7% | +18.9% | -48.6% | -36.3% |
| 6M | +12.5% | +15.0% | -2.5% | +3.4% |
| YTD | +57.0% | +12.2% | +44.8% | +45.0% |
| 1Y | +103.9% | +5.6% | +98.3% | +95.1% |
| All | +234.3% | +77.4% | +156.9% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling