+43.8%
MTSI vs ROIV
+91.0%
-47.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | 0.0% |
| 7D | +29.1% | +9.2% | +19.9% | +25.6% |
| 30D | -20.4% | +19.9% | -40.3% | -24.5% |
| 3M | -20.9% | +10.6% | -31.5% | -23.7% |
| 6M | -32.3% | +36.1% | -68.3% | -38.2% |
| YTD | +43.5% | +84.3% | -40.8% | +22.6% |
| 1Y | +43.8% | +87.6% | -43.8% | +22.2% |
| All | +43.8% | +91.0% | -47.2% | +22.2% |
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