+1,115.9%
MTSI vs RJF
+743.4%
+372.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.6% | +10.9% | +10.7% |
| 7D | +7.2% | -0.9% | +8.1% | +8.0% |
| 30D | -18.4% | +5.3% | -23.8% | -21.2% |
| 3M | -16.7% | -6.8% | -9.9% | -13.7% |
| 6M | -31.7% | +11.4% | -43.1% | -37.3% |
| YTD | +45.9% | +5.5% | +40.3% | +37.0% |
| 1Y | +47.0% | +3.7% | +43.3% | +39.6% |
| 3Y | +224.1% | +73.4% | +150.6% | +122.3% |
| 5Y | +238.5% | +78.3% | +160.2% | +122.8% |
| 10Y | +512.7% | +328.4% | +184.3% | +126.2% |
| All | +1,115.9% | +743.4% | +372.5% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling