+26.4%
MTSI vs TXT
+4.1%
+22.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +11.4% |
| 7D | -10.0% | -2.5% | -7.5% | -9.3% |
| 30D | -37.2% | +14.4% | -51.6% | -40.8% |
| 3M | -30.1% | -4.9% | -25.1% | -27.6% |
| 6M | -31.9% | -10.2% | -21.7% | -27.8% |
| YTD | +23.2% | -4.1% | +27.3% | +27.6% |
| 1Y | +26.4% | +4.0% | +22.4% | +18.5% |
| All | +26.4% | +4.1% | +22.3% | +18.5% |
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 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