+1,208.8%
MTSI vs VRSK
+336.6%
+872.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.6% |
| 7D | +1.4% | -3.1% | +4.5% | +2.8% |
| 30D | +2.1% | -1.6% | +3.7% | +2.3% |
| 3M | -29.7% | +3.5% | -33.2% | -33.0% |
| 6M | +12.5% | -13.4% | +25.9% | +15.8% |
| YTD | +57.0% | -16.5% | +73.5% | +63.5% |
| 1Y | +103.9% | -30.6% | +134.5% | +133.5% |
| 3Y | +223.6% | -21.9% | +245.5% | +225.1% |
| 5Y | +321.6% | -6.3% | +327.8% | +264.5% |
| 10Y | +517.7% | +133.1% | +384.6% | +188.7% |
| All | +1,208.8% | +336.6% | +872.2% | +331.1% |
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