+539.5%
MTSI vs RMBS
+543.2%
-3.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | +4.9% | +3.0% | +1.9% | +3.1% |
| 30D | -11.6% | -14.4% | +2.8% | -2.8% |
| 3M | -24.1% | -42.8% | +18.8% | +5.0% |
| 6M | +32.4% | -1.4% | +33.8% | +26.4% |
| YTD | +60.4% | -5.4% | +65.9% | +50.0% |
| 1Y | +111.0% | +18.6% | +92.4% | +62.9% |
| 3Y | +246.1% | +57.3% | +188.9% | +89.6% |
| 5Y | +340.3% | +265.7% | +74.6% | +12.9% |
| 10Y | +539.5% | +546.0% | -6.5% | +3.7% |
| All | +539.5% | +543.2% | -3.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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