-68.1%
RGTI vs MTSI
+59.5%
-127.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -9.6% | -10.7% | +1.1% | -4.6% |
| 30D | -26.0% | -29.0% | +3.0% | -13.7% |
| 3M | -35.8% | -14.7% | -21.1% | -33.1% |
| 6M | -36.7% | -20.1% | -16.6% | -30.9% |
| YTD | -49.4% | +36.1% | -85.5% | -58.7% |
| 1Y | -68.1% | +61.7% | -129.9% | -76.6% |
| All | -68.1% | +59.5% | -127.7% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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