+512.7%
MTSI vs VFC
-47.4%
+560.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.8% | +10.5% |
| 7D | +7.2% | -1.4% | +8.6% | +7.9% |
| 30D | -18.4% | +30.7% | -49.2% | -25.4% |
| 3M | -16.7% | +40.6% | -57.3% | -25.9% |
| 6M | -31.7% | +16.5% | -48.2% | -36.1% |
| YTD | +45.9% | +16.2% | +29.7% | +34.8% |
| 1Y | +47.0% | +42.4% | +4.6% | +26.1% |
| 3Y | +224.1% | +48.1% | +176.0% | +138.0% |
| 5Y | +238.5% | -67.8% | +306.3% | +377.6% |
| 10Y | +512.7% | -48.5% | +561.2% | +627.9% |
| All | +512.7% | -47.4% | +560.1% | +627.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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