+206.9%
MTSI vs RIO
+90.3%
+116.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +10.0% | -0.9% | +10.9% | +10.7% |
| 30D | -20.3% | -9.1% | -11.2% | -16.0% |
| 3M | -24.4% | -13.7% | -10.8% | -18.2% |
| 6M | -39.2% | -24.3% | -14.8% | -30.0% |
| YTD | +35.5% | +8.9% | +26.6% | +30.7% |
| 1Y | +43.0% | +22.7% | +20.4% | +30.4% |
| 3Y | +196.3% | +51.2% | +145.1% | +143.0% |
| All | +206.9% | +90.3% | +116.6% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling