+320.4%
MTSI vs VCLT
-15.0%
+335.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.8% |
| 30D | +2.1% | -0.9% | +2.9% | +2.6% |
| 3M | -29.7% | -3.2% | -26.5% | -27.9% |
| 6M | +12.5% | -3.8% | +16.3% | +16.0% |
| YTD | +57.0% | -2.0% | +59.0% | +59.8% |
| 1Y | +103.9% | -0.8% | +104.7% | +105.9% |
| 3Y | +223.6% | +12.3% | +211.3% | +200.0% |
| All | +320.4% | -15.0% | +335.3% | +326.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling