+111.0%
MTSI vs VCLT
-2.4%
+113.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.9% | +0.3% | +4.6% | +4.4% |
| 30D | -11.6% | -0.6% | -11.0% | -10.7% |
| 3M | -24.1% | -2.2% | -21.8% | -20.7% |
| 6M | +32.4% | -2.9% | +35.3% | +39.4% |
| YTD | +60.4% | -2.1% | +62.5% | +67.1% |
| 1Y | +111.0% | -2.6% | +113.6% | +123.2% |
| All | +111.0% | -2.4% | +113.4% | +123.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling