+106.9%
MTSI vs VRSK
-33.5%
+140.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -5.4% |
| 7D | +4.8% | -7.7% | +12.5% | +0.6% |
| 30D | -9.2% | -2.8% | -6.3% | -9.9% |
| 3M | -23.1% | -3.7% | -19.4% | -23.4% |
| 6M | +23.5% | -12.8% | +36.3% | +21.9% |
| YTD | +59.1% | -21.0% | +80.0% | +49.4% |
| 1Y | +106.9% | -32.5% | +139.3% | +89.4% |
| All | +106.9% | -33.5% | +140.3% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling