+320.4%
MTSI vs RNG
-70.5%
+390.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.1% |
| 7D | +1.4% | +5.8% | -4.4% | +0.3% |
| 30D | +2.1% | +19.6% | -17.5% | -1.3% |
| 3M | -29.7% | +67.0% | -96.8% | -37.0% |
| 6M | +12.5% | +88.4% | -75.8% | -3.8% |
| YTD | +57.0% | +155.5% | -98.5% | +21.4% |
| 1Y | +103.9% | +141.7% | -37.8% | +59.2% |
| 3Y | +223.6% | +131.1% | +92.5% | +144.1% |
| All | +320.4% | -70.5% | +390.9% | +332.2% |
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 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