+15.0%
RTX vs MTSI
+45.5%
-30.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | +0.3% |
| 7D | +1.4% | +7.2% | -5.7% | +1.3% |
| 30D | +7.8% | -18.4% | +26.3% | +8.0% |
| 3M | -9.8% | -16.7% | +6.9% | -9.9% |
| 6M | +13.5% | -31.7% | +45.3% | +13.5% |
| YTD | +10.9% | +45.9% | -34.9% | -2.2% |
| All | +15.0% | +45.5% | -30.5% | 0.0% |
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