+320.4%
MTSI vs RMBS
+250.7%
+69.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +2.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +2.1% | -12.2% | +14.3% | +9.4% |
| 3M | -29.7% | -49.5% | +19.8% | -1.6% |
| 6M | +12.5% | -7.1% | +19.7% | +13.1% |
| YTD | +57.0% | -7.0% | +64.0% | +51.9% |
| 1Y | +103.9% | +13.3% | +90.6% | +71.4% |
| 3Y | +223.6% | +49.2% | +174.3% | +109.0% |
| All | +320.4% | +250.7% | +69.7% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling