+320.4%
MTSI vs TXT
+10.4%
+310.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | +1.4% | -4.8% | +6.2% | +4.7% |
| 30D | +2.1% | -10.6% | +12.7% | +9.9% |
| 3M | -29.7% | -13.2% | -16.6% | -23.1% |
| 6M | +12.5% | -20.3% | +32.9% | +30.2% |
| YTD | +57.0% | -9.3% | +66.3% | +65.0% |
| 1Y | +103.9% | -2.7% | +106.6% | +103.5% |
| 3Y | +223.6% | +1.4% | +222.2% | +198.5% |
| All | +320.4% | +10.4% | +310.0% | +255.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling