+320.4%
MTSI vs ROIV
+250.7%
+69.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +2.1% | +1.0% | +1.1% | +1.9% |
| 3M | -29.7% | +18.3% | -48.0% | -31.8% |
| 6M | +12.5% | +18.3% | -5.8% | +8.9% |
| YTD | +57.0% | +61.0% | -3.9% | +42.9% |
| 1Y | +103.9% | +177.9% | -74.0% | +67.9% |
| 3Y | +223.6% | +199.1% | +24.5% | +158.9% |
| All | +320.4% | +250.7% | +69.7% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling