+61.7%
MTSI vs RSG
+19.5%
+42.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | +0.4% |
| 7D | -10.7% | +5.1% | -15.8% | -4.0% |
| 30D | -29.0% | +15.3% | -44.3% | -13.8% |
| 3M | -14.7% | +18.6% | -33.3% | +6.5% |
| 6M | -20.1% | +19.5% | -39.6% | +0.8% |
| YTD | +36.1% | +17.2% | +18.9% | +74.8% |
| 1Y | +61.7% | +19.6% | +42.2% | +116.5% |
| All | +61.7% | +19.5% | +42.2% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling