+1,208.8%
MTSI vs RRX
+198.4%
+1,010.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +3.4% | -2.1% | -0.7% |
| 30D | +2.1% | -11.1% | +13.2% | +9.3% |
| 3M | -29.7% | -23.7% | -6.0% | -18.0% |
| 6M | +12.5% | -22.0% | +34.5% | +27.7% |
| YTD | +57.0% | +16.5% | +40.5% | +39.2% |
| 1Y | +103.9% | +11.5% | +92.4% | +83.9% |
| 3Y | +223.6% | +1.5% | +222.0% | +189.5% |
| 5Y | +321.6% | +18.3% | +303.3% | +231.5% |
| 10Y | +517.7% | +209.8% | +307.9% | +162.5% |
| All | +1,208.8% | +198.4% | +1,010.3% | +450.4% |
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