+268.6%
RTX vs MTSI
+454.4%
-185.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | -1.7% | -3.8% | +2.1% | -1.5% |
| 30D | +7.7% | -31.4% | +39.1% | +12.4% |
| 3M | -10.3% | -23.8% | +13.4% | -8.4% |
| 6M | +14.6% | -37.1% | +51.7% | +18.9% |
| YTD | +10.4% | +32.2% | -21.8% | +1.2% |
| 1Y | +13.5% | +26.9% | -13.4% | +4.6% |
| 3Y | +158.6% | +193.7% | -35.2% | +101.6% |
| 5Y | +147.3% | +218.0% | -70.8% | +85.7% |
| 10Y | +268.6% | +477.8% | -209.1% | +114.2% |
| All | +268.6% | +454.4% | -185.8% | +114.2% |
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