+193.7%
MTSI vs RGEN
+18.4%
+175.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -0.7% |
| 7D | -3.8% | -2.4% | -1.4% | -2.8% |
| 30D | -31.4% | +0.1% | -31.4% | -31.1% |
| 3M | -23.8% | +6.6% | -30.4% | -25.5% |
| 6M | -37.1% | +40.9% | -78.0% | -44.2% |
| YTD | +32.2% | +6.2% | +26.1% | +27.6% |
| 1Y | +26.9% | +19.4% | +7.5% | +17.7% |
| 3Y | +193.7% | +17.9% | +175.8% | +162.2% |
| All | +193.7% | +18.4% | +175.4% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling