+477.8%
MTSI vs VCLT
+20.7%
+457.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -0.8% |
| 7D | -3.8% | +0.2% | -4.1% | -4.0% |
| 30D | -31.4% | +2.3% | -33.7% | -32.6% |
| 3M | -23.8% | -1.1% | -22.7% | -23.5% |
| 6M | -37.1% | -4.2% | -32.9% | -35.3% |
| YTD | +32.2% | -3.4% | +35.6% | +35.3% |
| 1Y | +26.9% | -3.8% | +30.7% | +30.4% |
| 3Y | +193.7% | +14.7% | +179.0% | +168.7% |
| 5Y | +218.0% | -16.7% | +234.7% | +251.3% |
| 10Y | +477.8% | +20.5% | +457.3% | +501.8% |
| All | +477.8% | +20.7% | +457.1% | +501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling