+477.8%
MTSI vs RRC
+67.7%
+410.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -2.5% |
| 7D | -3.8% | -5.2% | +1.4% | -2.7% |
| 30D | -31.4% | +25.2% | -56.6% | -34.7% |
| 3M | -23.8% | +27.4% | -51.1% | -27.9% |
| 6M | -37.1% | +27.0% | -64.1% | -40.8% |
| YTD | +32.2% | +46.3% | -14.1% | +20.0% |
| 1Y | +26.9% | +37.1% | -10.2% | +16.6% |
| 3Y | +193.7% | +60.2% | +133.6% | +159.9% |
| 5Y | +218.0% | +136.6% | +81.4% | +148.5% |
| 10Y | +477.8% | +68.8% | +409.0% | +326.1% |
| All | +477.8% | +67.7% | +410.0% | +326.1% |
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