+61.7%
MTSI vs RVTY
+74.0%
-12.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -10.7% | -3.6% | -7.1% | -10.2% |
| 30D | -29.0% | +1.4% | -30.3% | -29.1% |
| 3M | -14.7% | +43.2% | -57.9% | -18.8% |
| 6M | -20.1% | +84.5% | -104.6% | -28.2% |
| YTD | +36.1% | +65.2% | -29.1% | +23.1% |
| 1Y | +61.7% | +74.3% | -12.6% | +53.5% |
| All | +61.7% | +74.0% | -12.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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