+926.7%
MTSI vs RJF
+721.6%
+205.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.2% | +12.1% | +11.5% |
| 7D | -10.0% | +3.6% | -13.5% | -11.9% |
| 30D | -37.2% | +3.5% | -40.7% | -38.7% |
| 3M | -30.1% | -8.9% | -21.2% | -26.7% |
| 6M | -31.9% | +2.9% | -34.8% | -34.6% |
| YTD | +23.2% | +2.8% | +20.4% | +17.4% |
| 1Y | +26.4% | +2.7% | +23.7% | +20.5% |
| 3Y | +186.2% | +69.3% | +116.9% | +99.0% |
| 5Y | +187.0% | +75.0% | +112.0% | +90.9% |
| 10Y | +460.4% | +378.5% | +81.9% | +93.7% |
| All | +926.7% | +721.6% | +205.1% | +180.3% |
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