+61.7%
MTSI vs RL
+34.3%
+27.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -2.2% |
| 7D | -10.7% | +5.8% | -16.4% | -12.0% |
| 30D | -29.0% | +12.7% | -41.7% | -31.4% |
| 3M | -14.7% | +9.3% | -24.0% | -16.9% |
| 6M | -20.1% | +16.9% | -37.0% | -23.7% |
| YTD | +36.1% | +17.5% | +18.6% | +27.2% |
| 1Y | +61.7% | +34.6% | +27.1% | +41.4% |
| All | +61.7% | +34.3% | +27.4% | +41.4% |
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