+158.2%
MTSI vs ROIV
+290.8%
-132.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.2% | -14.1% | -16.6% |
| 7D | -24.6% | -2.4% | -22.2% | -23.6% |
| 30D | -45.7% | +3.1% | -48.8% | -46.3% |
| 3M | -27.7% | +5.8% | -33.6% | -30.1% |
| 6M | -37.3% | +29.3% | -66.6% | -44.4% |
| YTD | +11.1% | +68.8% | -57.6% | -13.1% |
| 1Y | +27.2% | +81.0% | -53.8% | -4.3% |
| All | +158.2% | +290.8% | -132.7% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling