-6.4%
RGTI vs MTSI
+108.0%
-114.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +2.1% |
| 7D | -0.1% | +4.8% | -4.9% | -2.9% |
| 30D | -16.2% | -9.2% | -7.0% | -12.2% |
| 3M | -22.0% | -23.1% | +1.1% | -12.3% |
| 6M | -10.8% | +23.5% | -34.3% | -20.2% |
| YTD | -31.6% | +59.1% | -90.6% | -48.1% |
| 1Y | -6.4% | +106.9% | -113.2% | -38.9% |
| All | -6.4% | +108.0% | -114.4% | -38.9% |
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 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