+12.5%
MTSI vs RJF
+16.1%
-3.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +3.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.2% |
| 30D | +2.1% | -1.3% | +3.3% | +1.9% |
| 3M | -29.7% | +18.9% | -48.6% | -27.9% |
| 6M | +12.5% | +15.0% | -2.5% | +19.9% |
| All | +12.5% | +16.1% | -3.6% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling