+196.3%
MTSI vs RNG
+179.0%
+17.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.5% |
| 7D | +10.0% | +4.6% | +5.4% | +9.6% |
| 30D | -20.3% | +0.4% | -20.8% | -20.2% |
| 3M | -24.4% | +11.4% | -35.8% | -24.8% |
| 6M | -39.2% | +95.7% | -134.9% | -43.0% |
| YTD | +35.5% | +162.9% | -127.4% | +15.6% |
| 1Y | +43.0% | +180.3% | -137.2% | +19.7% |
| 3Y | +196.3% | +188.3% | +7.9% | +145.1% |
| All | +196.3% | +179.0% | +17.2% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling