+512.7%
MTSI vs RGEN
+450.6%
+62.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.6% |
| 7D | +7.2% | -3.1% | +10.3% | +9.0% |
| 30D | -18.4% | +0.1% | -18.5% | -18.1% |
| 3M | -16.7% | +4.8% | -21.5% | -18.9% |
| 6M | -31.7% | +48.9% | -80.6% | -43.1% |
| YTD | +45.9% | +5.3% | +40.5% | +37.9% |
| 1Y | +47.0% | +12.5% | +34.5% | +35.3% |
| 3Y | +224.1% | +17.0% | +207.1% | +172.0% |
| 5Y | +238.5% | -35.4% | +273.9% | +236.4% |
| 10Y | +512.7% | +434.6% | +78.1% | +131.6% |
| All | +512.7% | +450.6% | +62.1% | +131.6% |
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