+451.3%
MTSI vs RRC
+59.4%
+391.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.8% | +11.4% |
| 7D | -10.0% | -10.8% | +0.8% | -7.8% |
| 30D | -37.2% | +22.3% | -59.5% | -40.0% |
| 3M | -30.1% | +26.6% | -56.7% | -33.9% |
| 6M | -31.9% | +18.9% | -50.8% | -35.0% |
| YTD | +23.2% | +39.2% | -16.0% | +13.0% |
| 1Y | +26.4% | +34.0% | -7.6% | +16.7% |
| 3Y | +186.2% | +42.0% | +144.1% | +159.3% |
| 5Y | +187.0% | +111.9% | +75.2% | +129.2% |
| All | +451.3% | +59.4% | +391.9% | +302.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling