+451.3%
MTSI vs RIO
+408.2%
+43.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.2% | +10.4% |
| 7D | -10.0% | +2.2% | -12.2% | -11.1% |
| 30D | -37.2% | -10.1% | -27.1% | -32.7% |
| 3M | -30.1% | -14.1% | -15.9% | -23.0% |
| 6M | -31.9% | -18.9% | -13.0% | -22.6% |
| YTD | +23.2% | +9.9% | +13.3% | +15.9% |
| 1Y | +26.4% | +27.0% | -0.6% | +9.0% |
| 3Y | +186.2% | +50.1% | +136.1% | +119.8% |
| 5Y | +187.0% | +95.3% | +91.8% | +75.6% |
| All | +451.3% | +408.2% | +43.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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