+53.1%
RGTI vs MTSI
+357.5%
-304.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +2.9% |
| 7D | -0.1% | +4.8% | -4.9% | -3.8% |
| 30D | -16.2% | -9.2% | -7.0% | -11.1% |
| 3M | -22.0% | -23.1% | +1.1% | -8.1% |
| 6M | -10.8% | +23.5% | -34.3% | -27.6% |
| YTD | -31.6% | +59.1% | -90.6% | -55.9% |
| 1Y | -6.4% | +106.9% | -113.2% | -51.4% |
| 3Y | +665.7% | +243.2% | +422.5% | +192.7% |
| 5Y | +55.6% | +324.5% | -268.9% | -49.2% |
| All | +53.1% | +357.5% | -304.3% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling