+103.9%
MTSI vs TXT
-1.0%
+104.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | +1.4% | -4.8% | +6.2% | +3.9% |
| 30D | +2.1% | -10.6% | +12.7% | +8.0% |
| 3M | -29.7% | -13.2% | -16.6% | -24.8% |
| 6M | +12.5% | -20.3% | +32.9% | +22.8% |
| YTD | +57.0% | -9.3% | +66.3% | +64.7% |
| 1Y | +103.9% | -2.7% | +106.6% | +110.2% |
| All | +103.9% | -1.0% | +104.9% | +110.2% |
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