+512.7%
MTSI vs RCAT
-99.7%
+612.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +10.3% |
| 7D | +7.2% | +7.2% | -0.1% | +7.1% |
| 30D | -18.4% | -20.4% | +2.0% | -18.1% |
| 3M | -16.7% | -59.8% | +43.1% | -15.5% |
| 6M | -31.7% | -61.9% | +30.2% | -30.8% |
| YTD | +45.9% | -45.9% | +91.8% | +46.7% |
| 1Y | +47.0% | -50.5% | +97.5% | +47.9% |
| 3Y | +224.1% | +387.5% | -163.4% | +213.6% |
| 5Y | +238.5% | +70.9% | +167.6% | +229.2% |
| 10Y | +512.7% | -99.7% | +612.4% | +480.6% |
| All | +512.7% | -99.7% | +612.4% | +480.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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