+234.3%
MTSI vs RVMD
+530.7%
-296.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +2.1% | +6.4% | -4.4% | +1.1% |
| 3M | -29.7% | +34.9% | -64.6% | -32.8% |
| 6M | +12.5% | +107.6% | -95.0% | -1.0% |
| YTD | +57.0% | +163.7% | -106.7% | +30.7% |
| 1Y | +103.9% | +439.2% | -335.3% | +47.1% |
| All | +234.3% | +530.7% | -296.4% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling