+186.2%
MTSI vs ROIV
+314.9%
-128.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.2% | +4.7% | +8.3% |
| 7D | -10.0% | +5.3% | -15.3% | -11.5% |
| 30D | -37.2% | +11.9% | -49.1% | -39.8% |
| 3M | -30.1% | +10.7% | -40.8% | -33.5% |
| 6M | -31.9% | +34.9% | -66.8% | -40.6% |
| YTD | +23.2% | +79.2% | -56.0% | -6.0% |
| 1Y | +26.4% | +89.0% | -62.6% | -6.4% |
| 3Y | +186.2% | +337.3% | -151.2% | +35.5% |
| All | +186.2% | +314.9% | -128.8% | +35.5% |
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 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