+183.6%
MTSI vs RMD
-5.3%
+188.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +11.3% |
| 7D | -10.0% | +2.3% | -12.3% | -10.7% |
| 30D | -37.2% | +4.1% | -41.3% | -38.1% |
| 3M | -30.1% | +5.7% | -35.8% | -31.9% |
| 6M | -31.9% | +12.9% | -44.8% | -35.7% |
| YTD | +23.2% | -1.5% | +24.7% | +22.0% |
| 1Y | +26.4% | -4.8% | +31.1% | +26.5% |
| 3Y | +186.2% | +57.5% | +128.7% | +128.6% |
| All | +183.6% | -5.3% | +188.9% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling