-31.9%
MTSI vs RSG
+22.7%
-54.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.9% | +8.9% |
| 7D | -10.0% | +1.2% | -11.1% | -7.2% |
| 30D | -37.2% | +14.2% | -51.4% | -19.7% |
| 3M | -30.1% | +18.2% | -48.2% | -6.4% |
| 6M | -31.9% | +24.4% | -56.3% | -6.3% |
| All | -31.9% | +22.7% | -54.6% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling