+64.2%
RGTI vs MTSI
+331.9%
-267.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.4% |
| 7D | +5.5% | +4.9% | +0.6% | +1.8% |
| 30D | -11.9% | -11.6% | -0.3% | -4.1% |
| 3M | -27.4% | -24.1% | -3.3% | -12.6% |
| 6M | -7.1% | +32.4% | -39.5% | -29.4% |
| YTD | -28.6% | +60.4% | -89.1% | -55.5% |
| 1Y | +4.4% | +111.0% | -106.6% | -48.9% |
| 3Y | +698.5% | +246.1% | +452.3% | +180.1% |
| 5Y | +64.2% | +340.3% | -276.1% | -51.1% |
| All | +64.2% | +331.9% | -267.7% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling