+1,115.9%
MTSI vs RRC
-7.8%
+1,123.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +10.1% |
| 7D | +7.2% | -0.5% | +7.6% | +7.3% |
| 30D | -18.4% | +25.2% | -43.6% | -22.1% |
| 3M | -16.7% | +27.8% | -44.5% | -21.0% |
| 6M | -31.7% | +27.2% | -58.9% | -35.4% |
| YTD | +45.9% | +48.2% | -2.3% | +33.1% |
| 1Y | +47.0% | +34.7% | +12.3% | +36.5% |
| 3Y | +224.1% | +62.2% | +161.8% | +188.9% |
| 5Y | +238.5% | +130.9% | +107.6% | +171.2% |
| 10Y | +512.7% | +73.4% | +439.3% | +322.3% |
| All | +1,115.9% | -7.8% | +1,123.7% | +777.2% |
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