+824.0%
MTSI vs RVMD
+634.9%
+189.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +4.9% | -1.2% | +6.1% | +5.1% |
| 30D | -11.6% | +1.1% | -12.6% | -11.8% |
| 3M | -24.1% | +39.6% | -63.7% | -28.6% |
| 6M | +32.4% | +110.7% | -78.3% | +13.1% |
| YTD | +60.4% | +160.3% | -99.8% | +29.7% |
| 1Y | +111.0% | +404.9% | -293.9% | +48.6% |
| 3Y | +246.1% | +545.5% | -299.3% | +122.4% |
| 5Y | +340.3% | +584.7% | -244.4% | +157.6% |
| All | +824.0% | +634.9% | +189.1% | +381.4% |
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