+198.3%
MTSI vs RRC
+50.2%
+148.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.9% |
| 7D | +3.5% | -10.3% | +13.8% | +6.9% |
| 30D | -30.3% | +19.5% | -49.8% | -34.0% |
| 3M | -26.0% | +27.9% | -53.9% | -31.8% |
| 6M | -36.1% | +21.2% | -57.3% | -40.3% |
| YTD | +34.3% | +39.6% | -5.3% | +16.2% |
| 1Y | +35.3% | +31.3% | +4.0% | +19.8% |
| All | +198.3% | +50.2% | +148.1% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling