+267.0%
RTX vs MTSI
+448.7%
-181.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -2.7% |
| 7D | -5.1% | -10.0% | +4.8% | -4.1% |
| 30D | +5.1% | -37.2% | +42.3% | +11.0% |
| 3M | -14.8% | -30.1% | +15.2% | -11.9% |
| 6M | +8.0% | -31.9% | +39.9% | +10.5% |
| YTD | +4.5% | +23.2% | -18.7% | -3.3% |
| 1Y | +9.8% | +26.4% | -16.5% | +1.2% |
| 3Y | +144.2% | +186.2% | -42.0% | +90.8% |
| 5Y | +131.4% | +187.0% | -55.6% | +76.5% |
| All | +267.0% | +448.7% | -181.7% | +117.9% |
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