+826.3%
MTSI vs TXT
+217.3%
+609.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.6% | -16.7% | -17.4% |
| 7D | -24.6% | -2.5% | -22.0% | -23.4% |
| 30D | -45.7% | +12.8% | -58.6% | -49.8% |
| 3M | -27.7% | -3.6% | -24.1% | -27.0% |
| 6M | -37.3% | -6.9% | -30.4% | -35.5% |
| YTD | +11.1% | -2.2% | +13.3% | +10.3% |
| 1Y | +27.2% | +6.3% | +20.9% | +20.4% |
| 3Y | +153.7% | +10.3% | +143.4% | +130.2% |
| 5Y | +159.0% | +10.6% | +148.4% | +133.7% |
| 10Y | +405.6% | +121.0% | +284.6% | +199.9% |
| All | +826.3% | +217.3% | +609.0% | +372.5% |
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 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