+61.7%
MTSI vs RRX
+30.0%
+31.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +1.2% |
| 7D | -10.7% | +7.6% | -18.3% | -14.7% |
| 30D | -29.0% | +7.5% | -36.5% | -31.7% |
| 3M | -14.7% | -21.0% | +6.3% | -4.4% |
| 6M | -20.1% | -18.1% | -2.0% | -13.2% |
| YTD | +36.1% | +24.3% | +11.8% | +32.9% |
| 1Y | +61.7% | +29.3% | +32.4% | +58.0% |
| All | +61.7% | +30.0% | +31.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling