+477.8%
MTSI vs RRX
+224.4%
+253.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.2% |
| 7D | -3.8% | 0.0% | -3.8% | -2.9% |
| 30D | -31.4% | +9.0% | -40.4% | -34.1% |
| 3M | -23.8% | +4.0% | -27.8% | -24.3% |
| 6M | -37.1% | -15.7% | -21.3% | -29.4% |
| YTD | +32.2% | +29.0% | +3.2% | +11.1% |
| 1Y | +26.9% | +35.2% | -8.3% | +3.0% |
| 3Y | +193.7% | +67.7% | +126.0% | +94.5% |
| 5Y | +218.0% | +14.9% | +203.1% | +156.9% |
| 10Y | +477.8% | +216.8% | +260.9% | +146.9% |
| All | +477.8% | +224.4% | +253.4% | +146.9% |
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