+183.6%
MTSI vs RMBS
+208.7%
-25.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.0% | +3.9% | +7.2% |
| 7D | -10.0% | -12.0% | +2.0% | -3.0% |
| 30D | -37.2% | -33.1% | -4.0% | -21.8% |
| 3M | -30.1% | -23.7% | -6.4% | -18.5% |
| 6M | -31.9% | -42.7% | +10.8% | -9.2% |
| YTD | +23.2% | -18.9% | +42.1% | +29.6% |
| 1Y | +26.4% | -30.0% | +56.4% | +42.9% |
| 3Y | +186.2% | +28.8% | +157.3% | +104.8% |
| All | +183.6% | +208.7% | -25.2% | -5.7% |
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 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