+581.1%
MTSI vs RSG
+418.8%
+162.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | +11.1% | 0.0% | +11.1% | +11.1% |
| 30D | -3.7% | +3.7% | -7.3% | -5.7% |
| 3M | -20.2% | +6.2% | -26.4% | -24.0% |
| 6M | +30.8% | -2.8% | +33.6% | +30.2% |
| YTD | +67.0% | +5.9% | +61.2% | +56.9% |
| 1Y | +120.4% | -1.8% | +122.2% | +115.5% |
| 3Y | +260.4% | +57.5% | +202.9% | +143.7% |
| 5Y | +356.3% | +91.1% | +265.2% | +156.4% |
| 10Y | +581.1% | +428.1% | +153.0% | +67.5% |
| All | +581.1% | +418.8% | +162.3% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling