+502.4%
MTSI vs TXT
+90.9%
+411.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.5% |
| 7D | +29.1% | -1.1% | +30.2% | +29.8% |
| 30D | -20.4% | +13.3% | -33.7% | -26.9% |
| 3M | -20.9% | -5.1% | -15.8% | -19.4% |
| 6M | -32.3% | -7.1% | -25.1% | -30.2% |
| YTD | +43.5% | -3.2% | +46.7% | +43.0% |
| 1Y | +43.8% | +2.3% | +41.5% | +38.5% |
| 3Y | +218.8% | +11.1% | +207.7% | +184.5% |
| 5Y | +228.3% | +10.0% | +218.3% | +192.9% |
| All | +502.4% | +90.9% | +411.4% | +362.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling