+1,029.2%
MTSI vs VRSK
+389.7%
+639.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | +10.0% | +1.6% | +8.4% | +9.3% |
| 30D | -20.3% | +15.1% | -35.4% | -26.3% |
| 3M | -24.4% | +12.1% | -36.5% | -30.4% |
| 6M | -39.2% | +29.4% | -68.6% | -49.7% |
| YTD | +35.5% | -6.4% | +41.8% | +30.7% |
| 1Y | +43.0% | -3.6% | +46.6% | +35.3% |
| 3Y | +196.3% | -10.9% | +207.2% | +172.7% |
| 5Y | +210.0% | -0.5% | +210.5% | +158.6% |
| 10Y | +469.1% | +163.7% | +305.4% | +145.1% |
| All | +1,029.2% | +389.7% | +639.6% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling