+159.0%
MTSI vs RCAT
+25.6%
+133.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -14.9% | -3.5% | -16.9% |
| 7D | -24.6% | -32.6% | +8.0% | -21.7% |
| 30D | -45.7% | -46.3% | +0.6% | -42.5% |
| 3M | -27.7% | -60.7% | +32.9% | -21.7% |
| 6M | -37.3% | -67.4% | +30.1% | -31.6% |
| YTD | +11.1% | -57.1% | +68.2% | +16.6% |
| 1Y | +27.2% | -63.8% | +90.9% | +34.5% |
| 3Y | +153.7% | +268.1% | -114.4% | +123.0% |
| 5Y | +159.0% | +25.2% | +133.8% | +137.6% |
| All | +159.0% | +25.6% | +133.3% | +137.6% |
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 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