+111.0%
MTSI vs VIG
+14.9%
+96.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.7% |
| 7D | +4.9% | -0.4% | +5.3% | +5.6% |
| 30D | -11.6% | -2.1% | -9.5% | -8.1% |
| 3M | -24.1% | +3.3% | -27.4% | -29.4% |
| 6M | +32.4% | +9.3% | +23.1% | +9.8% |
| YTD | +60.4% | +10.1% | +50.3% | +29.7% |
| 1Y | +111.0% | +14.7% | +96.3% | +56.2% |
| All | +111.0% | +14.9% | +96.1% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling