+468.8%
MTSI vs RVTY
+211.6%
+257.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -4.6% |
| 7D | +10.0% | -0.5% | +10.5% | +10.4% |
| 30D | -20.3% | +1.5% | -21.9% | -20.4% |
| 3M | -24.4% | +31.5% | -55.9% | -35.2% |
| 6M | -39.2% | +62.7% | -101.9% | -54.4% |
| YTD | +35.5% | +60.0% | -24.5% | +0.3% |
| 1Y | +43.0% | +65.7% | -22.7% | +3.3% |
| 3Y | +196.3% | +85.2% | +111.1% | +84.8% |
| 5Y | +210.0% | -14.9% | +224.9% | +218.9% |
| All | +468.8% | +211.6% | +257.2% | +131.5% |
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 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