+61.7%
MTSI vs TXT
+9.2%
+52.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -10.7% | +10.6% | -21.3% | -13.8% |
| 30D | -29.0% | +14.4% | -43.4% | -32.7% |
| 3M | -14.7% | -2.7% | -12.0% | -12.2% |
| 6M | -20.1% | -4.7% | -15.4% | -17.1% |
| YTD | +36.1% | -0.5% | +36.6% | +39.7% |
| 1Y | +61.7% | +8.7% | +53.0% | +47.7% |
| All | +61.7% | +9.2% | +52.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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