-0.8%
RKT vs MTSI
+209.3%
-210.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.3% | -4.5% |
| 7D | +4.6% | -3.8% | +8.5% | +4.9% |
| 30D | +25.9% | -31.4% | +57.3% | +36.0% |
| 3M | +5.0% | -23.8% | +28.8% | +8.7% |
| 6M | -7.9% | -37.1% | +29.2% | -0.9% |
| YTD | -25.4% | +32.2% | -57.6% | -38.6% |
| 1Y | -15.4% | +26.9% | -42.3% | -29.6% |
| 3Y | +83.3% | +193.7% | -110.4% | -3.2% |
| 5Y | -0.8% | +218.0% | -218.8% | -55.0% |
| All | -0.8% | +209.3% | -210.1% | -55.0% |
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