+512.7%
MTSI vs RNG
+248.5%
+264.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +7.9% | +9.7% |
| 7D | +7.2% | -3.5% | +10.7% | +8.3% |
| 30D | -18.4% | -3.8% | -14.7% | -17.5% |
| 3M | -16.7% | +18.6% | -35.3% | -20.5% |
| 6M | -31.7% | +69.2% | -100.9% | -42.4% |
| YTD | +45.9% | +161.9% | -116.0% | +3.3% |
| 1Y | +47.0% | +176.2% | -129.2% | +2.3% |
| 3Y | +224.1% | +174.5% | +49.6% | +113.4% |
| 5Y | +238.5% | -71.9% | +310.4% | +321.5% |
| 10Y | +512.7% | +235.4% | +277.3% | +120.6% |
| All | +512.7% | +248.5% | +264.2% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling