-3.5%
RKT vs MTSI
+38.8%
-42.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.2% | +0.9% |
| 7D | +17.7% | -10.0% | +27.6% | +18.2% |
| 30D | +31.6% | -37.2% | +68.8% | +37.4% |
| 3M | +13.9% | -30.1% | +44.0% | +16.7% |
| 6M | +2.8% | -31.9% | +34.7% | +4.5% |
| YTD | -22.2% | +23.2% | -45.4% | -35.1% |
| 1Y | -3.5% | +26.4% | -29.9% | -20.2% |
| All | -3.5% | +38.8% | -42.3% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling