+468.8%
MTSI vs TXT
+89.4%
+379.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.1% |
| 7D | +10.0% | +0.1% | +9.9% | +9.9% |
| 30D | -20.3% | +13.3% | -33.7% | -26.9% |
| 3M | -24.4% | -5.0% | -19.5% | -23.0% |
| 6M | -39.2% | -8.4% | -30.8% | -36.8% |
| YTD | +35.5% | -4.0% | +39.5% | +35.7% |
| 1Y | +43.0% | +2.8% | +40.2% | +37.3% |
| 3Y | +196.3% | +10.3% | +186.0% | +165.6% |
| 5Y | +210.0% | +9.2% | +200.9% | +177.9% |
| All | +468.8% | +89.4% | +379.4% | +338.9% |
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