+1,208.8%
MTSI vs RSG
+875.9%
+332.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +4.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +2.1% | +7.6% | -5.5% | -2.1% |
| 3M | -29.7% | +7.4% | -37.2% | -33.8% |
| 6M | +12.5% | -3.3% | +15.8% | +12.2% |
| YTD | +57.0% | +6.0% | +51.0% | +47.2% |
| 1Y | +103.9% | -3.7% | +107.6% | +101.5% |
| 3Y | +223.6% | +59.1% | +164.5% | +120.3% |
| 5Y | +321.6% | +89.0% | +232.5% | +146.2% |
| 10Y | +517.7% | +412.5% | +105.2% | +78.1% |
| All | +1,208.8% | +875.9% | +332.9% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling