+28.9%
MTSI vs ROIV
+101.7%
-72.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.6% | +4.4% | +7.4% |
| 7D | +3.5% | +13.3% | -9.8% | -0.2% |
| 30D | -30.3% | +14.8% | -45.1% | -33.2% |
| 3M | -26.0% | +11.9% | -37.9% | -29.0% |
| 6M | -36.1% | +42.4% | -78.5% | -42.6% |
| YTD | +34.3% | +87.4% | -53.1% | +13.4% |
| All | +28.9% | +101.7% | -72.8% | +8.0% |
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