+103.9%
MTSI vs RL
+13.6%
+90.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +2.1% | -7.8% | +9.9% | +5.0% |
| 3M | -29.7% | -4.0% | -25.7% | -28.7% |
| 6M | +12.5% | -1.9% | +14.4% | +12.0% |
| YTD | +57.0% | -0.2% | +57.2% | +53.2% |
| 1Y | +103.9% | +10.7% | +93.2% | +79.8% |
| All | +103.9% | +13.6% | +90.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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