+1,115.9%
MTSI vs ROK
+546.1%
+569.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.3% | +8.0% | +8.8% |
| 7D | +7.2% | -8.5% | +15.7% | +14.8% |
| 30D | -18.4% | -6.4% | -12.0% | -13.5% |
| 3M | -16.7% | -8.8% | -7.8% | -9.7% |
| 6M | -31.7% | -10.5% | -21.2% | -25.0% |
| YTD | +45.9% | +5.4% | +40.5% | +42.5% |
| 1Y | +47.0% | +5.0% | +42.0% | +44.3% |
| 3Y | +224.1% | +64.3% | +159.8% | +127.0% |
| 5Y | +238.5% | +34.0% | +204.6% | +166.1% |
| 10Y | +512.7% | +268.2% | +244.5% | +151.6% |
| All | +1,115.9% | +546.1% | +569.8% | +309.5% |
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