+1,208.8%
MTSI vs RL
+154.8%
+1,053.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | +2.1% | -7.8% | +9.9% | +5.4% |
| 3M | -29.7% | -4.0% | -25.7% | -28.8% |
| 6M | +12.5% | -1.9% | +14.4% | +12.3% |
| YTD | +57.0% | -0.2% | +57.2% | +54.8% |
| 1Y | +103.9% | +10.7% | +93.2% | +92.5% |
| 3Y | +223.6% | +210.8% | +12.8% | +105.2% |
| 5Y | +321.6% | +238.2% | +83.3% | +154.0% |
| 10Y | +517.7% | +313.4% | +204.3% | +231.2% |
| All | +1,208.8% | +154.8% | +1,053.9% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling