+554.1%
MTSI vs RRX
+218.7%
+335.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.9% |
| 7D | +4.9% | +4.3% | +0.6% | +2.2% |
| 30D | -11.6% | -8.0% | -3.6% | -6.9% |
| 3M | -24.1% | -22.0% | -2.0% | -12.4% |
| 6M | +32.4% | -11.9% | +44.3% | +39.7% |
| YTD | +60.4% | +17.1% | +43.3% | +40.9% |
| 1Y | +111.0% | +14.9% | +96.1% | +85.8% |
| 3Y | +246.1% | +6.9% | +239.3% | +197.4% |
| 5Y | +340.3% | +19.6% | +320.8% | +236.6% |
| All | +554.1% | +218.7% | +335.4% | +153.3% |
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