+9.8%
RTX vs MTSI
+38.8%
-29.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -1.4% |
| 7D | -5.1% | -10.0% | +4.8% | -5.0% |
| 30D | +5.1% | -37.2% | +42.3% | +5.9% |
| 3M | -14.8% | -30.1% | +15.2% | -14.6% |
| 6M | +8.0% | -31.9% | +39.9% | +6.1% |
| YTD | +4.5% | +23.2% | -18.7% | -7.2% |
| 1Y | +9.8% | +26.4% | -16.5% | -4.1% |
| All | +9.8% | +38.8% | -29.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling