+1,236.4%
MTSI vs RNG
+324.9%
+911.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.8% |
| 7D | +3.5% | -6.2% | +9.7% | +5.4% |
| 30D | -30.3% | -8.0% | -22.3% | -28.6% |
| 3M | -26.0% | +15.7% | -41.7% | -29.1% |
| 6M | -36.1% | +60.3% | -96.4% | -45.7% |
| YTD | +34.3% | +153.8% | -119.5% | -5.1% |
| 1Y | +35.3% | +172.2% | -136.9% | -6.5% |
| 3Y | +217.6% | +174.8% | +42.8% | +106.9% |
| 5Y | +210.1% | -68.6% | +278.7% | +255.6% |
| 10Y | +471.4% | +248.2% | +223.2% | +157.7% |
| All | +1,236.4% | +324.9% | +911.5% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling