+390.7%
RTX vs MTSI
+896.6%
-505.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -18.4% | +15.0% | -0.8% |
| 7D | -3.8% | -24.6% | +20.8% | -0.4% |
| 30D | +4.7% | -45.7% | +50.4% | +12.8% |
| 3M | -13.4% | -27.7% | +14.3% | -11.0% |
| 6M | +11.8% | -37.3% | +49.1% | +15.8% |
| YTD | +5.8% | +11.1% | -5.4% | -0.2% |
| 1Y | +11.9% | +27.2% | -15.3% | +3.2% |
| 3Y | +146.3% | +153.7% | -7.4% | +98.3% |
| 5Y | +134.3% | +159.0% | -24.7% | +83.9% |
| 10Y | +277.9% | +405.6% | -127.7% | +136.4% |
| All | +390.7% | +896.6% | -505.9% | +171.6% |
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