+1,208.8%
MTSI vs RGEN
+3,384.4%
-2,175.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.8% |
| 7D | +1.4% | -4.9% | +6.3% | +2.8% |
| 30D | +2.1% | +5.7% | -3.6% | +0.2% |
| 3M | -29.7% | +32.4% | -62.2% | -36.1% |
| 6M | +12.5% | +33.2% | -20.7% | +1.2% |
| YTD | +57.0% | +2.3% | +54.7% | +52.4% |
| 1Y | +103.9% | +39.0% | +64.9% | +79.1% |
| 3Y | +223.6% | -4.6% | +228.2% | +202.6% |
| 5Y | +321.6% | -42.7% | +364.2% | +334.3% |
| 10Y | +517.7% | +433.6% | +84.1% | +272.8% |
| All | +1,208.8% | +3,384.4% | -2,175.6% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling