+53.5%
RGTI vs MTSI
+351.6%
-298.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -2.3% |
| 7D | -2.5% | +1.4% | -3.9% | -3.5% |
| 30D | -9.4% | +2.1% | -11.5% | -12.5% |
| 3M | -37.1% | -29.7% | -7.4% | -20.2% |
| 6M | -14.4% | +12.5% | -26.9% | -25.8% |
| YTD | -31.4% | +57.0% | -88.4% | -55.3% |
| 1Y | +0.5% | +103.9% | -103.4% | -47.2% |
| 3Y | +726.1% | +223.6% | +502.5% | +227.4% |
| 5Y | +56.2% | +321.6% | -265.3% | -48.4% |
| All | +53.5% | +351.6% | -298.1% | -49.2% |
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