+47.0%
MTSI vs RVMD
+190.1%
-143.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.4% | +16.7% | +11.4% |
| 7D | +7.2% | -9.5% | +16.7% | +9.0% |
| 30D | -18.4% | -6.8% | -11.6% | -17.3% |
| 3M | -16.7% | -12.1% | -4.6% | -15.1% |
| 6M | -31.7% | +25.4% | -57.1% | -32.1% |
| YTD | +45.9% | +126.9% | -81.0% | +38.3% |
| 1Y | +47.0% | +182.0% | -135.0% | +28.2% |
| All | +47.0% | +190.1% | -143.1% | +28.2% |
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