-31.7%
MTSI vs RNG
+67.8%
-99.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +7.9% | +10.7% |
| 7D | +7.2% | -3.5% | +10.7% | +6.4% |
| 30D | -18.4% | -3.8% | -14.7% | -18.8% |
| 3M | -16.7% | +18.6% | -35.3% | -10.9% |
| 6M | -31.7% | +69.2% | -100.9% | -15.8% |
| All | -31.7% | +67.8% | -99.5% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling