+320.4%
MTSI vs RGEN
-42.4%
+362.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.8% |
| 7D | +1.4% | -4.9% | +6.3% | +2.9% |
| 30D | +2.1% | +5.7% | -3.6% | 0.0% |
| 3M | -29.7% | +32.4% | -62.2% | -36.7% |
| 6M | +12.5% | +33.2% | -20.7% | +0.1% |
| YTD | +57.0% | +2.3% | +54.7% | +52.3% |
| 1Y | +103.9% | +39.0% | +64.9% | +76.4% |
| 3Y | +223.6% | -4.6% | +228.2% | +201.7% |
| All | +320.4% | -42.4% | +362.8% | +325.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling