+1,208.8%
MTSI vs RMBS
+1,187.0%
+21.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +2.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +2.1% | -12.2% | +14.3% | +9.1% |
| 3M | -29.7% | -49.5% | +19.8% | -2.2% |
| 6M | +12.5% | -7.1% | +19.7% | +13.2% |
| YTD | +57.0% | -7.0% | +64.0% | +52.8% |
| 1Y | +103.9% | +13.3% | +90.6% | +74.3% |
| 3Y | +223.6% | +49.2% | +174.3% | +121.3% |
| 5Y | +321.6% | +250.0% | +71.6% | +83.2% |
| 10Y | +517.7% | +495.1% | +22.6% | +108.9% |
| All | +1,208.8% | +1,187.0% | +21.7% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling