+320.4%
MTSI vs VFC
-79.1%
+399.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.9% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +2.1% | -11.6% | +13.7% | +5.1% |
| 3M | -29.7% | -18.1% | -11.6% | -26.6% |
| 6M | +12.5% | -27.4% | +39.9% | +20.7% |
| YTD | +57.0% | -24.8% | +81.8% | +65.6% |
| 1Y | +103.9% | -8.2% | +112.1% | +101.6% |
| 3Y | +223.6% | -29.1% | +252.7% | +215.8% |
| All | +320.4% | -79.1% | +399.4% | +577.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling