+502.4%
MTSI vs RSG
+452.6%
+49.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.3% |
| 7D | +29.1% | +1.4% | +27.7% | +28.3% |
| 30D | -20.4% | +15.0% | -35.4% | -26.4% |
| 3M | -20.9% | +18.5% | -39.4% | -28.4% |
| 6M | -32.3% | +25.8% | -58.0% | -41.8% |
| YTD | +43.5% | +20.8% | +22.7% | +24.8% |
| 1Y | +43.8% | +24.8% | +19.0% | +22.1% |
| 3Y | +218.8% | +65.9% | +152.9% | +112.5% |
| 5Y | +228.3% | +99.1% | +129.3% | +85.6% |
| All | +502.4% | +452.6% | +49.7% | +70.5% |
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