+28.9%
MTSI vs RMBS
-27.4%
+56.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.3% | +0.7% | +4.4% |
| 7D | +3.5% | -3.9% | +7.4% | +6.5% |
| 30D | -30.3% | -24.9% | -5.4% | -18.4% |
| 3M | -26.0% | -20.5% | -5.5% | -15.7% |
| 6M | -36.1% | -37.5% | +1.4% | -18.9% |
| YTD | +34.3% | -12.1% | +46.4% | +37.3% |
| All | +28.9% | -27.4% | +56.3% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling