+225.0%
MTSI vs ROK
+30.9%
+194.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.3% |
| 7D | +29.1% | +6.1% | +23.0% | +24.1% |
| 30D | -20.4% | -6.5% | -13.9% | -15.4% |
| 3M | -20.9% | -10.2% | -10.7% | -13.5% |
| 6M | -32.3% | -10.6% | -21.6% | -25.5% |
| YTD | +43.5% | +4.9% | +38.6% | +41.3% |
| 1Y | +43.8% | +3.8% | +40.0% | +42.8% |
| 3Y | +218.8% | +63.5% | +155.3% | +126.3% |
| All | +225.0% | +30.9% | +194.1% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling