+183.6%
MTSI vs RNG
-69.1%
+252.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +11.3% |
| 7D | -10.0% | -11.3% | +1.3% | -8.0% |
| 30D | -37.2% | -5.7% | -31.5% | -36.4% |
| 3M | -30.1% | +16.8% | -46.8% | -32.1% |
| 6M | -31.9% | +58.5% | -90.4% | -38.9% |
| YTD | +23.2% | +151.3% | -128.1% | -4.6% |
| 1Y | +26.4% | +169.0% | -142.6% | -3.9% |
| 3Y | +186.2% | +156.9% | +29.2% | +110.1% |
| All | +183.6% | -69.1% | +252.7% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling