+477.8%
MTSI vs VFC
-46.8%
+524.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -3.8% | +3.5% | -7.3% | -4.7% |
| 30D | -31.4% | +38.3% | -69.6% | -38.5% |
| 3M | -23.8% | +40.2% | -63.9% | -32.1% |
| 6M | -37.1% | +10.6% | -47.7% | -40.2% |
| YTD | +32.2% | +16.7% | +15.5% | +22.0% |
| 1Y | +26.9% | +45.0% | -18.1% | +8.2% |
| 3Y | +193.7% | +48.8% | +145.0% | +115.4% |
| 5Y | +218.0% | -67.6% | +285.6% | +347.7% |
| 10Y | +477.8% | -47.5% | +525.3% | +585.1% |
| All | +477.8% | -46.8% | +524.5% | +585.1% |
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