+183.6%
MTSI vs RCAT
+46.9%
+136.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +18.6% | -7.8% | +9.0% |
| 7D | -10.0% | -12.7% | +2.8% | -8.8% |
| 30D | -37.2% | -34.3% | -2.9% | -34.7% |
| 3M | -30.1% | -53.4% | +23.3% | -25.4% |
| 6M | -31.9% | -62.0% | +30.1% | -26.9% |
| YTD | +23.2% | -49.1% | +72.2% | +27.2% |
| 1Y | +26.4% | -53.1% | +79.5% | +30.8% |
| 3Y | +186.2% | +318.7% | -132.5% | +147.9% |
| All | +183.6% | +46.9% | +136.7% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling