+26.9%
MTSI vs RVTY
+74.8%
-47.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -3.8% | -2.7% | -1.1% | -3.1% |
| 30D | -31.4% | +3.2% | -34.6% | -31.4% |
| 3M | -23.8% | +37.2% | -60.9% | -27.2% |
| 6M | -37.1% | +57.7% | -94.8% | -41.9% |
| YTD | +32.2% | +64.8% | -32.6% | +16.3% |
| 1Y | +26.9% | +72.8% | -45.9% | +13.1% |
| All | +26.9% | +74.8% | -47.9% | +13.1% |
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