+1,019.2%
MTSI vs RMBS
+1,116.0%
-96.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.3% | +0.7% | +4.8% |
| 7D | +3.5% | -3.9% | +7.4% | +6.5% |
| 30D | -30.3% | -24.9% | -5.4% | -18.7% |
| 3M | -26.0% | -20.5% | -5.5% | -16.0% |
| 6M | -36.1% | -37.5% | +1.4% | -18.8% |
| YTD | +34.3% | -12.1% | +46.4% | +36.0% |
| 1Y | +35.3% | -25.0% | +60.3% | +47.5% |
| 3Y | +217.6% | +36.1% | +181.5% | +132.5% |
| 5Y | +210.1% | +236.1% | -26.0% | +39.1% |
| 10Y | +471.4% | +541.3% | -69.9% | +95.4% |
| All | +1,019.2% | +1,116.0% | -96.7% | +264.0% |
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