+262.0%
MTSI vs VRSK
-25.7%
+287.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +4.5% |
| 7D | +11.1% | -5.4% | +16.5% | +9.3% |
| 30D | -3.7% | -1.8% | -1.9% | -3.8% |
| 3M | -20.2% | -2.2% | -18.0% | -20.2% |
| 6M | +30.8% | -14.9% | +45.7% | +30.3% |
| YTD | +67.0% | -20.0% | +87.1% | +65.0% |
| 1Y | +120.4% | -33.1% | +153.6% | +118.7% |
| All | +262.0% | -25.7% | +287.7% | +250.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling