+186.2%
MTSI vs RVMD
+793.5%
-607.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.2% | +2.6% | +8.9% |
| 7D | -10.0% | +0.5% | -10.5% | -9.6% |
| 30D | -37.2% | -4.3% | -32.9% | -36.4% |
| 3M | -30.1% | -2.8% | -27.3% | -29.5% |
| 6M | -31.9% | +27.3% | -59.2% | -34.9% |
| YTD | +23.2% | +141.4% | -118.2% | -1.4% |
| 1Y | +26.4% | +213.3% | -186.9% | -6.7% |
| 3Y | +186.2% | +792.7% | -606.5% | +49.1% |
| All | +186.2% | +793.5% | -607.3% | +49.1% |
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