+120.4%
MTSI vs RRX
+12.4%
+108.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +5.5% |
| 7D | +11.1% | -0.7% | +11.8% | +11.4% |
| 30D | -3.7% | -8.0% | +4.3% | +0.7% |
| 3M | -20.2% | -25.1% | +4.8% | -7.5% |
| 6M | +30.8% | -18.3% | +49.1% | +42.0% |
| YTD | +67.0% | +14.2% | +52.9% | +58.1% |
| 1Y | +120.4% | +13.0% | +107.4% | +109.7% |
| All | +120.4% | +12.4% | +108.0% | +109.7% |
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