+477.8%
MTSI vs TXT
+103.6%
+374.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.5% |
| 7D | -3.8% | -1.1% | -2.8% | -3.1% |
| 30D | -31.4% | +17.1% | -48.5% | -38.3% |
| 3M | -23.8% | -2.6% | -21.1% | -23.4% |
| 6M | -37.1% | -4.6% | -32.5% | -36.1% |
| YTD | +32.2% | -0.3% | +32.6% | +29.6% |
| 1Y | +26.9% | +5.9% | +21.0% | +19.9% |
| 3Y | +193.7% | +14.4% | +179.4% | +157.9% |
| 5Y | +218.0% | +15.9% | +202.2% | +175.5% |
| 10Y | +477.8% | +99.6% | +378.2% | +347.3% |
| All | +477.8% | +103.6% | +374.1% | +347.3% |
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