+320.4%
MTSI vs RMD
-19.3%
+339.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +1.4% | -5.0% | +6.4% | +2.9% |
| 30D | +2.1% | +2.2% | -0.1% | +1.0% |
| 3M | -29.7% | +17.8% | -47.6% | -34.3% |
| 6M | +12.5% | -11.3% | +23.9% | +16.5% |
| YTD | +57.0% | -4.4% | +61.4% | +57.7% |
| 1Y | +103.9% | -15.7% | +119.6% | +114.1% |
| 3Y | +223.6% | +47.7% | +175.8% | +166.5% |
| All | +320.4% | -19.3% | +339.7% | +319.7% |
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