+43.0%
MTSI vs VFC
+37.3%
+5.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.9% |
| 7D | +10.0% | +1.6% | +8.4% | +9.8% |
| 30D | -20.3% | +25.5% | -45.8% | -22.2% |
| 3M | -24.4% | +41.3% | -65.7% | -27.7% |
| 6M | -39.2% | +22.2% | -61.4% | -40.2% |
| YTD | +35.5% | +16.4% | +19.1% | +29.6% |
| 1Y | +43.0% | +38.4% | +4.6% | +34.8% |
| All | +43.0% | +37.3% | +5.7% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling