+61.7%
MTSI vs RVMD
+244.4%
-182.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | -10.7% | +5.8% | -16.5% | -11.2% |
| 30D | -29.0% | -3.8% | -25.1% | -28.8% |
| 3M | -14.7% | +3.2% | -17.9% | -15.0% |
| 6M | -20.1% | +35.0% | -55.1% | -22.0% |
| YTD | +36.1% | +150.7% | -114.6% | +25.1% |
| 1Y | +61.7% | +241.0% | -179.2% | +20.1% |
| All | +61.7% | +244.4% | -182.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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