+698.5%
RGTI vs MTSI
+241.4%
+457.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.3% |
| 7D | +5.5% | +4.9% | +0.6% | +1.5% |
| 30D | -11.9% | -11.6% | -0.3% | -3.6% |
| 3M | -27.4% | -24.1% | -3.3% | -11.6% |
| 6M | -7.1% | +32.4% | -39.5% | -32.4% |
| YTD | -28.6% | +60.4% | -89.1% | -58.9% |
| 1Y | +4.4% | +111.0% | -106.6% | -55.3% |
| 3Y | +698.5% | +246.1% | +452.3% | +103.6% |
| All | +698.5% | +241.4% | +457.1% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling