+147.2%
RTX vs MTSI
+153.8%
-6.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -18.4% | +15.0% | -2.4% |
| 7D | -3.8% | -24.6% | +20.8% | -2.6% |
| 30D | +4.7% | -45.7% | +50.4% | +7.7% |
| 3M | -13.4% | -27.7% | +14.3% | -12.7% |
| 6M | +11.8% | -37.3% | +49.1% | +12.5% |
| YTD | +5.8% | +11.1% | -5.4% | +0.4% |
| 1Y | +11.9% | +27.2% | -15.3% | +4.9% |
| All | +147.2% | +153.8% | -6.6% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling