+1,208.8%
MTSI vs ROK
+590.0%
+618.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.6% |
| 7D | +1.4% | +0.7% | +0.7% | +0.9% |
| 30D | +2.1% | -3.3% | +5.4% | +4.4% |
| 3M | -29.7% | -5.9% | -23.9% | -26.8% |
| 6M | +12.5% | +13.9% | -1.3% | +3.6% |
| YTD | +57.0% | +12.6% | +44.4% | +44.3% |
| 1Y | +103.9% | +28.6% | +75.3% | +72.9% |
| 3Y | +223.6% | +45.1% | +178.5% | +141.9% |
| 5Y | +321.6% | +45.6% | +276.0% | +207.3% |
| 10Y | +517.7% | +345.0% | +172.7% | +122.1% |
| All | +1,208.8% | +590.0% | +618.8% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling