+269.0%
RTX vs MTSI
+539.0%
-270.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.9% |
| 7D | +1.4% | +7.2% | -5.7% | +0.1% |
| 30D | +7.8% | -18.4% | +26.3% | +9.9% |
| 3M | -9.8% | -16.7% | +6.9% | -8.9% |
| 6M | +13.5% | -31.7% | +45.3% | +16.5% |
| YTD | +10.9% | +45.9% | -34.9% | +0.3% |
| 1Y | +14.0% | +47.0% | -33.0% | +2.8% |
| 3Y | +159.9% | +224.1% | -64.2% | +99.9% |
| 5Y | +151.7% | +238.5% | -86.9% | +87.5% |
| 10Y | +269.0% | +512.7% | -243.7% | +112.1% |
| All | +269.0% | +539.0% | -270.0% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling