+284.8%
MTSI vs ROIV
+248.8%
+36.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.2% | -14.1% | -17.5% |
| 7D | -24.6% | -2.4% | -22.2% | -24.1% |
| 30D | -45.7% | +3.1% | -48.8% | -46.0% |
| 3M | -27.7% | +5.8% | -33.6% | -28.8% |
| 6M | -37.3% | +29.3% | -66.6% | -40.6% |
| YTD | +11.1% | +68.8% | -57.6% | -0.3% |
| 1Y | +27.2% | +81.0% | -53.8% | +12.5% |
| 3Y | +153.7% | +294.6% | -140.9% | +94.9% |
| 5Y | +159.0% | +373.1% | -214.1% | +72.6% |
| All | +284.8% | +248.8% | +36.0% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling