+217.6%
MTSI vs TXT
+11.8%
+205.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +7.9% |
| 7D | +3.5% | -3.5% | +7.0% | +5.4% |
| 30D | -30.3% | +15.2% | -45.5% | -35.7% |
| 3M | -26.0% | -4.5% | -21.5% | -24.3% |
| 6M | -36.1% | -6.1% | -30.0% | -34.1% |
| YTD | +34.3% | -2.0% | +36.2% | +34.0% |
| 1Y | +35.3% | +4.2% | +31.1% | +30.2% |
| 3Y | +217.6% | +14.4% | +203.2% | +171.9% |
| All | +217.6% | +11.8% | +205.8% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling