+103.9%
MTSI vs RBA
-26.5%
+130.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +1.4% | -2.9% | +4.3% | +1.5% |
| 30D | +2.1% | -12.3% | +14.4% | +3.5% |
| 3M | -29.7% | -20.5% | -9.2% | -27.6% |
| 6M | +12.5% | -18.5% | +31.1% | +14.9% |
| YTD | +57.0% | -18.2% | +75.3% | +59.3% |
| 1Y | +103.9% | -27.5% | +131.4% | +101.4% |
| All | +103.9% | -26.5% | +130.5% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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