+1,002.1%
MTSI vs RRX
+230.5%
+771.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | -3.8% | 0.0% | -3.8% | -3.0% |
| 30D | -31.4% | +9.0% | -40.4% | -34.0% |
| 3M | -23.8% | +4.0% | -27.8% | -24.3% |
| 6M | -37.1% | -15.7% | -21.3% | -29.6% |
| YTD | +32.2% | +29.0% | +3.2% | +12.1% |
| 1Y | +26.9% | +35.2% | -8.3% | +4.1% |
| 3Y | +193.7% | +67.7% | +126.0% | +99.9% |
| 5Y | +218.0% | +14.9% | +203.1% | +160.9% |
| 10Y | +477.8% | +216.8% | +260.9% | +144.9% |
| All | +1,002.1% | +230.5% | +771.6% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling