+356.3%
MTSI vs VRSK
-10.8%
+367.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +4.0% |
| 7D | +11.1% | -5.4% | +16.5% | +11.4% |
| 30D | -3.7% | -1.8% | -1.9% | -3.7% |
| 3M | -20.2% | -2.2% | -18.0% | -20.9% |
| 6M | +30.8% | -14.9% | +45.7% | +33.7% |
| YTD | +67.0% | -20.0% | +87.1% | +73.1% |
| 1Y | +120.4% | -33.1% | +153.6% | +142.6% |
| 3Y | +260.4% | -25.6% | +286.0% | +258.7% |
| 5Y | +356.3% | -10.1% | +366.4% | +285.6% |
| All | +356.3% | -10.8% | +367.0% | +285.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling