+61.7%
MTSI vs RMD
-1.9%
+63.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | +0.3% |
| 7D | -10.7% | -3.9% | -6.8% | -11.2% |
| 30D | -29.0% | +7.9% | -36.9% | -27.2% |
| 3M | -14.7% | +8.1% | -22.8% | -12.1% |
| 6M | -20.1% | +15.5% | -35.6% | -15.7% |
| YTD | +36.1% | +0.7% | +35.4% | +50.3% |
| 1Y | +61.7% | -1.4% | +63.1% | +78.4% |
| All | +61.7% | -1.9% | +63.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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