+43.8%
MTSI vs RRX
+36.1%
+7.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | +29.1% | +12.6% | +16.5% | +19.9% |
| 30D | -20.4% | +10.6% | -31.0% | -24.3% |
| 3M | -20.9% | +4.6% | -25.6% | -22.2% |
| 6M | -32.3% | -13.6% | -18.6% | -26.5% |
| YTD | +43.5% | +29.4% | +14.1% | +33.7% |
| 1Y | +43.8% | +31.9% | +11.9% | +34.5% |
| All | +43.8% | +36.1% | +7.7% | +34.5% |
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