+26.4%
MTSI vs RL
+16.8%
+9.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.2% | +11.3% |
| 7D | -10.0% | -4.2% | -5.8% | -7.9% |
| 30D | -37.2% | +4.3% | -41.5% | -37.4% |
| 3M | -30.1% | -4.6% | -25.5% | -28.4% |
| 6M | -31.9% | +1.7% | -33.6% | -31.3% |
| YTD | +23.2% | +7.3% | +15.8% | +18.9% |
| 1Y | +26.4% | +20.8% | +5.6% | +14.6% |
| All | +26.4% | +16.8% | +9.6% | +14.6% |
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