+477.8%
MTSI vs RSG
+449.6%
+28.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -3.8% | +2.0% | -5.8% | -4.9% |
| 30D | -31.4% | +14.2% | -45.6% | -36.4% |
| 3M | -23.8% | +15.8% | -39.5% | -30.2% |
| 6M | -37.1% | +24.6% | -61.6% | -45.8% |
| YTD | +32.2% | +18.2% | +14.0% | +16.1% |
| 1Y | +26.9% | +22.8% | +4.2% | +8.3% |
| 3Y | +193.7% | +62.4% | +131.4% | +97.5% |
| 5Y | +218.0% | +96.0% | +122.0% | +80.3% |
| 10Y | +477.8% | +448.5% | +29.2% | +57.9% |
| All | +477.8% | +449.6% | +28.2% | +57.9% |
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