+826.3%
MTSI vs RL
+177.8%
+648.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.3% | -11.0% | -15.4% |
| 7D | -24.6% | -4.7% | -19.9% | -22.8% |
| 30D | -45.7% | +3.6% | -49.3% | -46.4% |
| 3M | -27.7% | +0.5% | -28.3% | -27.9% |
| 6M | -37.3% | +6.6% | -43.9% | -39.5% |
| YTD | +11.1% | +8.8% | +2.3% | +5.9% |
| 1Y | +27.2% | +21.8% | +5.4% | +15.5% |
| 3Y | +153.7% | +245.8% | -92.2% | +54.5% |
| 5Y | +159.0% | +230.0% | -71.0% | +57.2% |
| 10Y | +405.6% | +369.4% | +36.1% | +158.8% |
| All | +826.3% | +177.8% | +648.5% | +469.3% |
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