+826.3%
MTSI vs RBA
+443.6%
+382.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.3% | -18.0% | -18.2% |
| 7D | -24.6% | +7.3% | -31.9% | -26.7% |
| 30D | -45.7% | +16.9% | -62.7% | -49.3% |
| 3M | -27.7% | -0.5% | -27.3% | -28.6% |
| 6M | -37.3% | -10.4% | -26.9% | -36.0% |
| YTD | +11.1% | -7.2% | +18.4% | +10.9% |
| 1Y | +27.2% | -2.2% | +29.4% | +24.1% |
| 3Y | +153.7% | +43.7% | +109.9% | +105.7% |
| 5Y | +159.0% | +38.7% | +120.3% | +106.6% |
| 10Y | +405.6% | +231.7% | +173.9% | +170.4% |
| All | +826.3% | +443.6% | +382.7% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling