+512.4%
MTSI vs RRX
+211.2%
+301.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +9.4% |
| 7D | +7.2% | +5.4% | +1.8% | +4.8% |
| 30D | -18.4% | +12.0% | -30.4% | -22.9% |
| 3M | -16.7% | +6.1% | -22.8% | -18.3% |
| 6M | -31.7% | -13.2% | -18.5% | -24.7% |
| YTD | +45.9% | +31.0% | +14.9% | +21.5% |
| 1Y | +47.0% | +38.8% | +8.2% | +17.4% |
| 3Y | +224.1% | +70.3% | +153.8% | +112.8% |
| 5Y | +238.5% | +15.5% | +223.0% | +172.9% |
| All | +512.4% | +211.2% | +301.2% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling