+357.8%
MTSI vs ROIV
+292.3%
+65.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -3.8% | +14.3% | -18.1% | -6.2% |
| 30D | -31.4% | +16.2% | -47.6% | -33.3% |
| 3M | -23.8% | +15.1% | -38.9% | -26.1% |
| 6M | -37.1% | +44.2% | -81.3% | -41.6% |
| YTD | +32.2% | +89.8% | -57.6% | +15.9% |
| 1Y | +26.9% | +94.6% | -67.6% | +10.6% |
| 3Y | +193.7% | +367.5% | -173.8% | +119.1% |
| 5Y | +218.0% | +421.4% | -203.3% | +106.9% |
| All | +357.8% | +292.3% | +65.5% | +229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling