+61.7%
MTSI vs RGEN
+19.5%
+42.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -10.7% | -3.5% | -7.1% | -10.3% |
| 30D | -29.0% | -6.0% | -23.0% | -28.7% |
| 3M | -14.7% | +19.0% | -33.7% | -17.0% |
| 6M | -20.1% | +50.7% | -70.8% | -25.9% |
| YTD | +36.1% | +8.8% | +27.4% | +36.4% |
| 1Y | +61.7% | +21.3% | +40.5% | +60.0% |
| All | +61.7% | +19.5% | +42.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling