+186.2%
MTSI vs RJF
+67.6%
+118.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.2% | +12.1% | +11.4% |
| 7D | -10.0% | +3.6% | -13.5% | -11.3% |
| 30D | -37.2% | +3.5% | -40.7% | -38.3% |
| 3M | -30.1% | -8.9% | -21.2% | -27.1% |
| 6M | -31.9% | +2.9% | -34.8% | -34.0% |
| YTD | +23.2% | +2.8% | +20.4% | +18.0% |
| 1Y | +26.4% | +2.7% | +23.7% | +21.1% |
| 3Y | +186.2% | +69.3% | +116.9% | +95.1% |
| All | +186.2% | +67.6% | +118.6% | +95.1% |
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