+47.0%
MTSI vs RMBS
-22.1%
+69.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.7% | +4.6% | +7.1% |
| 7D | +7.2% | +3.0% | +4.2% | +6.4% |
| 30D | -18.4% | -15.5% | -2.9% | -10.2% |
| 3M | -16.7% | -11.5% | -5.2% | -10.1% |
| 6M | -31.7% | -36.5% | +4.8% | -14.8% |
| YTD | +45.9% | -7.1% | +53.0% | +45.7% |
| 1Y | +47.0% | -18.7% | +65.6% | +57.6% |
| All | +47.0% | -22.1% | +69.0% | +57.6% |
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