+320.4%
MTSI vs RRC
+156.2%
+164.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.7% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | +2.1% | +10.1% | -8.0% | -0.3% |
| 3M | -29.7% | +4.0% | -33.7% | -30.7% |
| 6M | +12.5% | +1.6% | +10.9% | +11.1% |
| YTD | +57.0% | +19.7% | +37.3% | +48.2% |
| 1Y | +103.9% | +21.4% | +82.5% | +91.0% |
| 3Y | +223.6% | +29.7% | +193.9% | +197.5% |
| All | +320.4% | +156.2% | +164.1% | +233.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling