+948.1%
RGTI vs MTSI
+226.9%
+721.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +10.3% | -18.9% | -16.0% |
| 7D | -0.9% | +7.2% | -8.1% | -7.0% |
| 30D | -16.2% | -18.4% | +2.3% | -5.5% |
| 3M | -38.6% | -16.7% | -21.9% | -34.1% |
| 6M | -45.8% | -31.7% | -14.1% | -33.3% |
| YTD | -49.8% | +45.9% | -95.7% | -70.5% |
| 1Y | -64.6% | +47.0% | -111.6% | -79.1% |
| All | +948.1% | +226.9% | +721.2% | +140.8% |
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