+1,462.8%
MTSI vs RNG
+327.7%
+1,135.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.4% |
| 7D | +1.4% | +5.8% | -4.4% | -0.1% |
| 30D | +2.1% | +19.6% | -17.5% | -2.9% |
| 3M | -29.7% | +67.0% | -96.8% | -40.2% |
| 6M | +12.5% | +88.4% | -75.8% | -9.9% |
| YTD | +57.0% | +155.5% | -98.5% | +10.9% |
| 1Y | +103.9% | +141.7% | -37.8% | +45.7% |
| 3Y | +223.6% | +131.1% | +92.5% | +122.0% |
| 5Y | +321.6% | -70.6% | +392.1% | +392.6% |
| 10Y | +517.7% | +228.2% | +289.5% | +183.7% |
| All | +1,462.8% | +327.7% | +1,135.0% | +539.0% |
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