+170.9%
MTSI vs RBRK
+130.3%
+40.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | +4.8% | -3.5% | +8.3% | +5.5% |
| 30D | -9.2% | -8.3% | -0.9% | -8.0% |
| 3M | -23.1% | +24.7% | -47.8% | -27.5% |
| 6M | +23.5% | +58.9% | -35.4% | +8.2% |
| YTD | +59.1% | +16.3% | +42.8% | +50.1% |
| 1Y | +106.9% | +10.1% | +96.7% | +96.4% |
| All | +170.9% | +130.3% | +40.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling