+826.3%
MTSI vs RCAT
-100.0%
+926.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -14.9% | -3.5% | -18.2% |
| 7D | -24.6% | -32.6% | +8.0% | -24.3% |
| 30D | -45.7% | -46.3% | +0.6% | -45.4% |
| 3M | -27.7% | -60.7% | +32.9% | -27.1% |
| 6M | -37.3% | -67.4% | +30.1% | -36.7% |
| YTD | +11.1% | -57.1% | +68.2% | +11.8% |
| 1Y | +27.2% | -63.8% | +90.9% | +28.0% |
| 3Y | +153.7% | +268.1% | -114.4% | +148.7% |
| 5Y | +159.0% | +25.2% | +133.8% | +154.8% |
| 10Y | +405.6% | -99.7% | +505.3% | +360.7% |
| All | +826.3% | -100.0% | +926.2% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling