+213.7%
MTSI vs VRSK
-11.3%
+225.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +29.1% | -2.4% | +31.5% | +27.8% |
| 30D | -20.4% | +16.8% | -37.2% | -13.1% |
| 3M | -20.9% | +14.7% | -35.6% | -13.3% |
| 6M | -32.3% | +24.7% | -57.0% | -24.2% |
| YTD | +43.5% | -7.0% | +50.5% | +54.5% |
| 1Y | +43.8% | -2.1% | +45.9% | +56.1% |
| All | +213.7% | -11.3% | +225.0% | +234.0% |
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