+26.9%
MTSI vs RIO
+26.8%
+0.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | 0.0% |
| 7D | -3.8% | +3.6% | -7.4% | -5.7% |
| 30D | -31.4% | -10.8% | -20.6% | -25.9% |
| 3M | -23.8% | -15.2% | -8.5% | -15.2% |
| 6M | -37.1% | -18.0% | -19.1% | -29.3% |
| YTD | +32.2% | +11.0% | +21.3% | +25.7% |
| 1Y | +26.9% | +26.4% | +0.6% | +6.7% |
| All | +26.9% | +26.8% | +0.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling