+120.4%
MTSI vs RSG
-1.1%
+121.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.5% |
| 7D | +11.1% | 0.0% | +11.1% | +11.1% |
| 30D | -3.7% | +3.7% | -7.3% | +0.5% |
| 3M | -20.2% | +6.2% | -26.4% | -14.1% |
| 6M | +30.8% | -2.8% | +33.6% | +30.5% |
| YTD | +67.0% | +5.9% | +61.2% | +82.7% |
| 1Y | +120.4% | -1.8% | +122.2% | +129.6% |
| All | +120.4% | -1.1% | +121.6% | +129.6% |
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