-16.0%
RKT vs MTSI
+463.7%
-479.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.0% | -8.2% | -1.1% |
| 7D | +10.3% | +3.5% | +6.8% | +8.7% |
| 30D | +32.3% | -30.3% | +62.6% | +41.5% |
| 3M | +10.7% | -26.0% | +36.7% | +15.2% |
| 6M | -3.2% | -36.1% | +32.9% | +3.1% |
| YTD | -21.5% | +34.3% | -55.8% | -33.6% |
| 1Y | -6.0% | +35.3% | -41.3% | -20.7% |
| 3Y | +104.2% | +217.6% | -113.4% | +21.8% |
| 5Y | +2.5% | +210.1% | -207.6% | -42.5% |
| All | -16.0% | +463.7% | -479.7% | -62.7% |
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