+183.6%
MTSI vs RGEN
-35.1%
+218.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.0% | +7.9% | +9.9% |
| 7D | -10.0% | -1.9% | -8.0% | -9.0% |
| 30D | -37.2% | +3.7% | -40.9% | -37.7% |
| 3M | -30.1% | +8.8% | -38.9% | -32.4% |
| 6M | -31.9% | +38.0% | -69.9% | -40.1% |
| YTD | +23.2% | +5.9% | +17.3% | +17.7% |
| 1Y | +26.4% | +19.7% | +6.7% | +15.6% |
| 3Y | +186.2% | +20.5% | +165.6% | +145.9% |
| All | +183.6% | -35.1% | +218.7% | +174.5% |
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