+673.4%
MTSI vs RVMD
+609.5%
+63.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.1% | +4.9% | +8.2% |
| 7D | +3.5% | +6.4% | -2.8% | +2.8% |
| 30D | -30.3% | +5.5% | -35.8% | -30.7% |
| 3M | -26.0% | -2.4% | -23.6% | -25.5% |
| 6M | -36.1% | +41.1% | -77.2% | -40.0% |
| YTD | +34.3% | +151.3% | -117.0% | +9.5% |
| 1Y | +35.3% | +228.1% | -192.8% | +4.4% |
| 3Y | +217.6% | +899.8% | -682.1% | +93.7% |
| 5Y | +210.1% | +514.0% | -303.9% | +86.6% |
| All | +673.4% | +609.5% | +63.9% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling