+512.7%
MTSI vs RBA
+209.3%
+303.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.8% | +10.5% |
| 7D | +7.2% | +0.6% | +6.6% | +6.9% |
| 30D | -18.4% | +9.0% | -27.4% | -21.7% |
| 3M | -16.7% | +7.2% | -23.9% | -20.1% |
| 6M | -31.7% | -7.8% | -24.0% | -30.9% |
| YTD | +45.9% | -6.4% | +52.2% | +45.0% |
| 1Y | +47.0% | -4.2% | +51.2% | +44.4% |
| 3Y | +224.1% | +64.1% | +160.0% | +141.6% |
| 5Y | +238.5% | +48.4% | +190.1% | +153.7% |
| 10Y | +512.7% | +209.9% | +302.8% | +193.9% |
| All | +512.7% | +209.3% | +303.4% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling