+502.4%
MTSI vs RVTY
+216.9%
+285.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.2% |
| 7D | +29.1% | +4.1% | +25.0% | +26.5% |
| 30D | -20.4% | +1.3% | -21.7% | -20.3% |
| 3M | -20.9% | +33.3% | -54.2% | -32.7% |
| 6M | -32.3% | +58.3% | -90.5% | -48.5% |
| YTD | +43.5% | +62.7% | -19.2% | +5.2% |
| 1Y | +43.8% | +67.2% | -23.4% | +3.3% |
| 3Y | +218.8% | +87.3% | +131.4% | +97.7% |
| 5Y | +228.3% | -13.4% | +241.8% | +234.5% |
| All | +502.4% | +216.9% | +285.5% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling