+1.7%
RKT vs MTSI
+183.3%
-181.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.2% | -0.9% |
| 7D | +17.7% | -10.0% | +27.6% | +19.7% |
| 30D | +31.6% | -37.2% | +68.8% | +45.4% |
| 3M | +13.9% | -30.1% | +44.0% | +20.5% |
| 6M | +2.8% | -31.9% | +34.7% | +6.8% |
| YTD | -22.2% | +23.2% | -45.4% | -34.9% |
| 1Y | -3.5% | +26.4% | -29.9% | -20.1% |
| 3Y | +95.3% | +186.2% | -90.9% | +2.6% |
| All | +1.7% | +183.3% | -181.6% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling