+120.4%
MTSI vs RVMD
+403.7%
-283.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +11.1% | -0.7% | +11.8% | +11.2% |
| 30D | -3.7% | +0.3% | -4.0% | -3.7% |
| 3M | -20.2% | +38.9% | -59.1% | -22.2% |
| 6M | +30.8% | +108.1% | -77.3% | +22.4% |
| YTD | +67.0% | +160.7% | -93.7% | +53.1% |
| 1Y | +120.4% | +407.3% | -286.8% | +91.5% |
| All | +120.4% | +403.7% | -283.3% | +91.5% |
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