+1,208.8%
MTSI vs RVTY
+412.1%
+796.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | +1.1% | +0.3% | +0.7% |
| 30D | +2.1% | +13.2% | -11.1% | -5.1% |
| 3M | -29.7% | +27.2% | -57.0% | -39.3% |
| 6M | +12.5% | +32.4% | -19.9% | -6.0% |
| YTD | +57.0% | +34.9% | +22.2% | +27.8% |
| 1Y | +103.9% | +52.4% | +51.6% | +52.7% |
| 3Y | +223.6% | +12.3% | +211.3% | +174.2% |
| 5Y | +321.6% | -30.8% | +352.4% | +377.6% |
| 10Y | +517.7% | +150.7% | +367.0% | +199.0% |
| All | +1,208.8% | +412.1% | +796.7% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling