+539.5%
MTSI vs RNG
+216.3%
+323.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.5% | +3.2% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | -11.6% | +11.4% | -23.0% | -14.3% |
| 3M | -24.1% | +72.1% | -96.1% | -35.6% |
| 6M | +32.4% | +67.9% | -35.5% | +10.3% |
| YTD | +60.4% | +144.3% | -83.9% | +15.4% |
| 1Y | +111.0% | +117.5% | -6.6% | +56.4% |
| 3Y | +246.1% | +123.9% | +122.3% | +140.5% |
| 5Y | +340.3% | -70.1% | +410.4% | +422.8% |
| 10Y | +539.5% | +215.9% | +323.6% | +128.5% |
| All | +539.5% | +216.3% | +323.2% | +128.5% |
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