-6.3%
RKT vs MTSI
+320.9%
-327.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.1% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | +1.4% | +2.1% | -0.6% | -0.4% |
| 3M | +6.3% | -29.7% | +36.0% | +16.0% |
| 6M | -15.5% | +12.5% | -28.0% | -22.1% |
| YTD | -27.4% | +57.0% | -84.4% | -40.8% |
| 1Y | -26.6% | +103.9% | -130.5% | -46.3% |
| 3Y | +41.2% | +223.6% | -182.3% | -22.9% |
| All | -6.3% | +320.9% | -327.1% | -58.5% |
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