+468.8%
MTSI vs RGEN
+415.2%
+53.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -5.9% |
| 7D | +10.0% | -3.3% | +13.3% | +11.4% |
| 30D | -20.3% | -5.8% | -14.5% | -18.2% |
| 3M | -24.4% | +0.2% | -24.6% | -25.1% |
| 6M | -39.2% | +56.8% | -95.9% | -50.3% |
| YTD | +35.5% | +2.4% | +33.1% | +29.5% |
| 1Y | +43.0% | +11.4% | +31.6% | +32.0% |
| 3Y | +196.3% | +15.2% | +181.1% | +149.9% |
| 5Y | +210.0% | -35.1% | +245.1% | +206.8% |
| All | +468.8% | +415.2% | +53.6% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling