-20.1%
RKT vs MTSI
+512.4%
-532.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -2.3% |
| 7D | -3.8% | +7.2% | -11.0% | -5.9% |
| 30D | +32.8% | -18.4% | +51.3% | +36.8% |
| 3M | +0.8% | -16.7% | +17.5% | +2.0% |
| 6M | -2.6% | -31.7% | +29.1% | +2.2% |
| YTD | -25.4% | +45.9% | -71.3% | -38.0% |
| 1Y | -19.1% | +47.0% | -66.1% | -33.0% |
| 3Y | +83.2% | +224.1% | -140.9% | +9.5% |
| 5Y | +0.8% | +238.5% | -237.7% | -44.5% |
| All | -20.1% | +512.4% | -532.5% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling