+468.8%
MTSI vs RL
+337.1%
+131.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.1% |
| 7D | +10.0% | +2.6% | +7.4% | +8.9% |
| 30D | -20.3% | +2.9% | -23.3% | -21.1% |
| 3M | -24.4% | 0.0% | -24.4% | -24.4% |
| 6M | -39.2% | +17.1% | -56.3% | -43.5% |
| YTD | +35.5% | +10.1% | +25.4% | +28.0% |
| 1Y | +43.0% | +17.3% | +25.7% | +31.2% |
| 3Y | +196.3% | +249.3% | -53.1% | +74.5% |
| 5Y | +210.0% | +240.9% | -30.9% | +80.0% |
| All | +468.8% | +337.1% | +131.7% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling