+451.3%
MTSI vs RNG
+256.7%
+194.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +11.5% |
| 7D | -10.0% | -11.3% | +1.3% | -7.2% |
| 30D | -37.2% | -5.7% | -31.5% | -36.2% |
| 3M | -30.1% | +16.8% | -46.8% | -33.0% |
| 6M | -31.9% | +58.5% | -90.4% | -41.6% |
| YTD | +23.2% | +151.3% | -128.1% | -12.0% |
| 1Y | +26.4% | +169.0% | -142.6% | -11.6% |
| 3Y | +186.2% | +156.9% | +29.2% | +91.6% |
| 5Y | +187.0% | -69.0% | +256.0% | +239.0% |
| All | +451.3% | +256.7% | +194.6% | +95.2% |
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