+740.1%
MTSI vs RVMD
+540.6%
+199.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.4% | +16.7% | +11.6% |
| 7D | +7.2% | -9.5% | +16.7% | +9.6% |
| 30D | -18.4% | -6.8% | -11.6% | -17.1% |
| 3M | -16.7% | -12.1% | -4.6% | -14.6% |
| 6M | -31.7% | +25.4% | -57.1% | -34.5% |
| YTD | +45.9% | +126.9% | -81.0% | +21.1% |
| 1Y | +47.0% | +182.0% | -135.0% | +16.7% |
| 3Y | +224.1% | +816.8% | -592.7% | +100.8% |
| 5Y | +238.5% | +464.0% | -225.5% | +106.6% |
| All | +740.1% | +540.6% | +199.6% | +349.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling