+413.5%
RTX vs MTSI
+1,308.1%
-894.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -1.1% |
| 7D | -5.2% | +1.4% | -6.5% | -5.3% |
| 30D | -9.4% | +2.1% | -11.5% | -10.0% |
| 3M | +12.3% | -29.7% | +42.0% | +16.6% |
| 6M | -3.1% | +12.5% | -15.7% | -6.9% |
| YTD | +10.7% | +57.0% | -46.4% | +0.9% |
| 1Y | +28.4% | +103.9% | -75.5% | +12.0% |
| 3Y | +147.1% | +223.6% | -76.5% | +95.1% |
| 5Y | +167.2% | +321.6% | -154.3% | +98.1% |
| 10Y | +274.7% | +517.7% | -243.0% | +130.8% |
| All | +413.5% | +1,308.1% | -894.6% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling