+238.5%
MTSI vs RVTY
-9.4%
+247.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.9% | +10.5% |
| 7D | +7.2% | -0.7% | +7.9% | +8.1% |
| 30D | -18.4% | +1.7% | -20.2% | -18.5% |
| 3M | -16.7% | +36.8% | -53.5% | -26.6% |
| 6M | -31.7% | +60.1% | -91.8% | -44.2% |
| YTD | +45.9% | +64.0% | -18.1% | +16.2% |
| 1Y | +47.0% | +68.2% | -21.2% | +15.5% |
| 3Y | +224.1% | +88.8% | +135.3% | +128.9% |
| 5Y | +238.5% | -10.5% | +249.1% | +243.4% |
| All | +238.5% | -9.4% | +247.9% | +243.4% |
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