+183.6%
MTSI vs RVTY
-7.4%
+191.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.0% | +9.7% |
| 7D | -10.0% | -1.2% | -8.8% | -9.1% |
| 30D | -37.2% | +1.0% | -38.2% | -37.1% |
| 3M | -30.1% | +35.8% | -65.9% | -38.2% |
| 6M | -31.9% | +56.7% | -88.6% | -43.9% |
| YTD | +23.2% | +60.7% | -37.5% | -1.1% |
| 1Y | +26.4% | +73.7% | -47.3% | -2.4% |
| 3Y | +186.2% | +82.8% | +103.4% | +105.0% |
| All | +183.6% | -7.4% | +191.0% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling