+206.9%
MTSI vs RBA
+45.7%
+161.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.8% |
| 7D | +10.0% | +1.7% | +8.2% | +9.5% |
| 30D | -20.3% | +8.3% | -28.7% | -22.2% |
| 3M | -24.4% | +10.5% | -35.0% | -26.9% |
| 6M | -39.2% | -5.9% | -33.3% | -38.7% |
| YTD | +35.5% | -6.9% | +42.4% | +35.8% |
| 1Y | +43.0% | -4.9% | +47.9% | +42.2% |
| 3Y | +196.3% | +64.5% | +131.8% | +142.8% |
| All | +206.9% | +45.7% | +161.1% | +167.7% |
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