+477.8%
MTSI vs RVTY
+212.9%
+264.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -3.8% | -2.7% | -1.1% | -1.7% |
| 30D | -31.4% | +3.2% | -34.6% | -32.0% |
| 3M | -23.8% | +37.2% | -60.9% | -36.2% |
| 6M | -37.1% | +57.7% | -94.8% | -52.0% |
| YTD | +32.2% | +64.8% | -32.6% | -3.7% |
| 1Y | +26.9% | +72.8% | -45.9% | -10.6% |
| 3Y | +193.7% | +89.8% | +104.0% | +81.0% |
| 5Y | +218.0% | -8.4% | +226.5% | +211.0% |
| 10Y | +477.8% | +219.5% | +258.3% | +137.0% |
| All | +477.8% | +212.9% | +264.8% | +137.0% |
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