+61.7%
MTSI vs RRC
+44.7%
+17.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -1.4% |
| 7D | -10.7% | -6.8% | -3.9% | -11.3% |
| 30D | -29.0% | +34.7% | -63.7% | -25.1% |
| 3M | -14.7% | +31.5% | -46.2% | -10.5% |
| 6M | -20.1% | +21.8% | -41.9% | -15.8% |
| YTD | +36.1% | +48.9% | -12.7% | +43.4% |
| 1Y | +61.7% | +42.1% | +19.7% | +71.7% |
| All | +61.7% | +44.7% | +17.1% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling