+12.2%
RGTI vs MTSI
+319.6%
-307.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +10.3% | -18.9% | -15.6% |
| 7D | -0.9% | +7.2% | -8.1% | -6.5% |
| 30D | -16.2% | -18.4% | +2.3% | -6.1% |
| 3M | -38.6% | -16.7% | -21.9% | -34.2% |
| 6M | -45.8% | -31.7% | -14.1% | -34.1% |
| YTD | -49.8% | +45.9% | -95.7% | -67.4% |
| 1Y | -64.6% | +47.0% | -111.6% | -76.9% |
| 3Y | +1,045.4% | +224.1% | +821.3% | +333.2% |
| 5Y | +6.7% | +238.5% | -231.8% | -64.8% |
| All | +12.2% | +319.6% | -307.4% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling