+61.7%
MTSI vs ROIV
+97.8%
-36.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -2.8% |
| 7D | -10.7% | +3.0% | -13.7% | -11.4% |
| 30D | -29.0% | +6.8% | -35.8% | -30.5% |
| 3M | -14.7% | +10.5% | -25.2% | -18.1% |
| 6M | -20.1% | +34.8% | -54.9% | -27.5% |
| YTD | +36.1% | +76.2% | -40.1% | +15.4% |
| 1Y | +61.7% | +92.4% | -30.7% | +26.5% |
| All | +61.7% | +97.8% | -36.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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