+111.0%
MTSI vs RNG
+121.6%
-10.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.5% | +1.5% |
| 7D | +4.9% | -0.8% | +5.7% | +4.8% |
| 30D | -11.6% | +11.4% | -23.0% | -10.1% |
| 3M | -24.1% | +72.1% | -96.1% | -17.2% |
| 6M | +32.4% | +67.9% | -35.5% | +44.7% |
| YTD | +60.4% | +144.3% | -83.9% | +75.6% |
| 1Y | +111.0% | +117.5% | -6.6% | +129.1% |
| All | +111.0% | +121.6% | -10.6% | +129.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling