+926.7%
MTSI vs VCLT
+59.1%
+867.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +10.9% | +10.9% |
| 7D | -10.0% | +0.3% | -10.3% | -10.1% |
| 30D | -37.2% | +3.7% | -40.9% | -38.4% |
| 3M | -30.1% | -1.0% | -29.1% | -29.9% |
| 6M | -31.9% | -3.4% | -28.5% | -30.8% |
| YTD | +23.2% | -2.6% | +25.8% | +24.8% |
| 1Y | +26.4% | -3.3% | +29.7% | +28.6% |
| 3Y | +186.2% | +17.3% | +168.8% | +166.8% |
| 5Y | +187.0% | -17.0% | +204.1% | +201.6% |
| 10Y | +460.4% | +18.1% | +442.2% | +487.5% |
| All | +926.7% | +59.1% | +867.6% | +1,075.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling