+826.3%
MTSI vs VFC
-13.9%
+840.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.4% | -17.4% |
| 7D | -24.6% | +10.9% | -35.4% | -27.1% |
| 30D | -45.7% | +40.6% | -86.3% | -51.8% |
| 3M | -27.7% | +34.4% | -62.2% | -35.1% |
| 6M | -37.3% | +12.3% | -49.6% | -41.0% |
| YTD | +11.1% | +14.4% | -3.2% | +2.8% |
| 1Y | +27.2% | +40.6% | -13.4% | +8.7% |
| 3Y | +153.7% | +40.1% | +113.5% | +88.3% |
| 5Y | +159.0% | -67.6% | +226.6% | +252.8% |
| 10Y | +405.6% | -45.9% | +451.5% | +418.7% |
| All | +826.3% | -13.9% | +840.2% | +699.9% |
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 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