+210.1%
MTSI vs RCAT
+71.1%
+139.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +11.4% | -2.4% | +7.9% |
| 7D | +3.5% | +1.1% | +2.4% | +3.4% |
| 30D | -30.3% | -22.0% | -8.3% | -28.7% |
| 3M | -26.0% | -51.1% | +25.1% | -21.5% |
| 6M | -36.1% | -56.6% | +20.5% | -32.2% |
| YTD | +34.3% | -43.3% | +77.5% | +37.2% |
| 1Y | +35.3% | -51.5% | +86.8% | +39.3% |
| 3Y | +217.6% | +411.4% | -193.7% | +170.8% |
| 5Y | +210.1% | +74.4% | +135.7% | +179.1% |
| All | +210.1% | +71.1% | +139.0% | +179.1% |
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