+183.6%
MTSI vs RBA
+37.7%
+145.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.2% | +11.2% |
| 7D | -10.0% | +4.3% | -14.3% | -11.1% |
| 30D | -37.2% | +16.3% | -53.5% | -40.0% |
| 3M | -30.1% | +1.3% | -31.4% | -30.7% |
| 6M | -31.9% | -11.1% | -20.8% | -30.3% |
| YTD | +23.2% | -8.5% | +31.6% | +24.0% |
| 1Y | +26.4% | -2.1% | +28.5% | +24.2% |
| 3Y | +186.2% | +44.6% | +141.6% | +143.2% |
| All | +183.6% | +37.7% | +145.9% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling