+26.9%
MTSI vs RSG
+23.2%
+3.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.1% |
| 7D | -3.8% | +2.0% | -5.8% | -0.7% |
| 30D | -31.4% | +14.2% | -45.6% | -17.3% |
| 3M | -23.8% | +15.8% | -39.5% | -6.5% |
| 6M | -37.1% | +24.6% | -61.6% | -18.4% |
| YTD | +32.2% | +18.2% | +14.0% | +69.8% |
| 1Y | +26.9% | +22.8% | +4.2% | +67.4% |
| All | +26.9% | +23.2% | +3.8% | +67.4% |
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