-24.1%
RKT vs MTSI
+468.8%
-492.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.2% |
| 7D | -9.0% | +10.0% | -19.0% | -11.0% |
| 30D | +30.2% | -20.3% | +50.5% | +34.6% |
| 3M | -8.8% | -24.4% | +15.6% | -5.7% |
| 6M | -0.9% | -39.2% | +38.2% | +7.1% |
| YTD | -29.2% | +35.5% | -64.7% | -40.2% |
| 1Y | -20.1% | +43.0% | -63.1% | -33.7% |
| 3Y | +81.3% | +196.3% | -114.9% | +10.8% |
| 5Y | -6.6% | +210.0% | -216.6% | -47.7% |
| All | -24.1% | +468.8% | -492.9% | -66.4% |
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