+1,208.8%
MTSI vs TXT
+194.3%
+1,014.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | +1.4% | -4.8% | +6.2% | +4.2% |
| 30D | +2.1% | -10.6% | +12.7% | +8.8% |
| 3M | -29.7% | -13.2% | -16.6% | -24.1% |
| 6M | +12.5% | -20.3% | +32.9% | +27.7% |
| YTD | +57.0% | -9.3% | +66.3% | +64.3% |
| 1Y | +103.9% | -2.7% | +106.6% | +104.7% |
| 3Y | +223.6% | +1.4% | +222.2% | +210.7% |
| 5Y | +321.6% | +9.6% | +312.0% | +286.6% |
| 10Y | +517.7% | +94.9% | +422.8% | +295.3% |
| All | +1,208.8% | +194.3% | +1,014.5% | +603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling