+1,208.8%
MTSI vs RRC
-25.5%
+1,234.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | +2.1% | +10.1% | -8.0% | 0.0% |
| 3M | -29.7% | +4.0% | -33.7% | -30.6% |
| 6M | +12.5% | +1.6% | +10.9% | +11.3% |
| YTD | +57.0% | +19.7% | +37.3% | +49.9% |
| 1Y | +103.9% | +21.4% | +82.5% | +93.5% |
| 3Y | +223.6% | +29.7% | +193.9% | +201.8% |
| 5Y | +321.6% | +153.9% | +167.7% | +232.0% |
| 10Y | +517.7% | +10.8% | +506.9% | +358.4% |
| All | +1,208.8% | -25.5% | +1,234.3% | +888.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling