+564.3%
MTSI vs VRSK
+126.1%
+438.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.2% | -5.2% | +7.4% | +4.3% |
| 30D | -11.5% | -2.3% | -9.2% | -11.3% |
| 3M | -26.6% | -2.9% | -23.7% | -27.9% |
| 6M | +23.5% | -12.8% | +36.3% | +26.1% |
| YTD | +60.5% | -20.8% | +81.3% | +71.0% |
| 1Y | +109.7% | -33.2% | +143.0% | +144.1% |
| 3Y | +247.8% | -26.6% | +274.4% | +257.6% |
| 5Y | +328.4% | -11.3% | +339.7% | +272.3% |
| All | +564.3% | +126.1% | +438.3% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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