+206.9%
MTSI vs RJF
+81.1%
+125.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.0% |
| 7D | +10.0% | +3.6% | +6.4% | +8.0% |
| 30D | -20.3% | +7.2% | -27.6% | -23.4% |
| 3M | -24.4% | -6.5% | -17.9% | -22.0% |
| 6M | -39.2% | +10.3% | -49.5% | -43.5% |
| YTD | +35.5% | +6.5% | +29.0% | +27.0% |
| 1Y | +43.0% | +6.1% | +36.9% | +34.4% |
| 3Y | +196.3% | +74.9% | +121.4% | +102.4% |
| All | +206.9% | +81.1% | +125.8% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling