+451.3%
MTSI vs ROK
+274.8%
+176.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.2% | +11.8% |
| 7D | -10.0% | -13.8% | +3.8% | +0.7% |
| 30D | -37.2% | -14.9% | -22.2% | -28.7% |
| 3M | -30.1% | -14.7% | -15.4% | -20.5% |
| 6M | -31.9% | -17.7% | -14.2% | -20.7% |
| YTD | +23.2% | -2.5% | +25.6% | +26.6% |
| 1Y | +26.4% | +2.3% | +24.1% | +26.1% |
| 3Y | +186.2% | +52.7% | +133.4% | +106.1% |
| 5Y | +187.0% | +20.5% | +166.5% | +139.2% |
| All | +451.3% | +274.8% | +176.5% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling