-31.9%
MTSI vs VFC
+8.4%
-40.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.7% | +10.8% |
| 7D | -10.0% | +11.2% | -21.2% | -9.6% |
| 30D | -37.2% | +41.5% | -78.7% | -38.1% |
| 3M | -30.1% | +38.9% | -69.0% | -31.1% |
| 6M | -31.9% | +6.1% | -38.0% | -32.1% |
| All | -31.9% | +8.4% | -40.3% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling