+525.9%
MTSI vs VIG
+243.0%
+282.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +4.2% |
| 7D | +1.4% | -0.4% | +1.8% | +2.0% |
| 30D | +2.1% | -1.0% | +3.0% | +3.5% |
| 3M | -29.7% | +2.8% | -32.5% | -32.6% |
| 6M | +12.5% | +8.2% | +4.3% | +0.1% |
| YTD | +57.0% | +11.0% | +46.0% | +34.0% |
| 1Y | +103.9% | +16.1% | +87.8% | +63.1% |
| 3Y | +223.6% | +56.2% | +167.4% | +69.7% |
| 5Y | +321.6% | +63.0% | +258.6% | +111.5% |
| All | +525.9% | +243.0% | +282.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling