+196.3%
MTSI vs ROK
+63.3%
+133.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.3% |
| 7D | +10.0% | +7.1% | +2.9% | +5.2% |
| 30D | -20.3% | -5.0% | -15.4% | -16.2% |
| 3M | -24.4% | -9.4% | -15.0% | -17.8% |
| 6M | -39.2% | -11.0% | -28.2% | -33.1% |
| YTD | +35.5% | +4.4% | +31.0% | +34.8% |
| 1Y | +43.0% | +7.4% | +35.6% | +40.4% |
| 3Y | +196.3% | +61.0% | +135.3% | +118.3% |
| All | +196.3% | +63.3% | +133.0% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling