+1,208.8%
MTSI vs VFC
-43.4%
+1,252.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.7% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | +2.1% | -11.6% | +13.7% | +6.1% |
| 3M | -29.7% | -18.1% | -11.6% | -25.7% |
| 6M | +12.5% | -27.4% | +39.9% | +23.2% |
| YTD | +57.0% | -24.8% | +81.8% | +68.2% |
| 1Y | +103.9% | -8.2% | +112.1% | +100.5% |
| 3Y | +223.6% | -29.1% | +252.7% | +203.0% |
| 5Y | +321.6% | -79.2% | +400.7% | +568.4% |
| 10Y | +517.7% | -68.1% | +585.8% | +666.6% |
| All | +1,208.8% | -43.4% | +1,252.2% | +1,208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling