+26.4%
MTSI vs VIG
+14.5%
+11.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +11.5% |
| 7D | -10.0% | -1.8% | -8.2% | -5.4% |
| 30D | -37.2% | +2.7% | -39.9% | -39.2% |
| 3M | -30.1% | 0.0% | -30.0% | -28.9% |
| 6M | -31.9% | +6.8% | -38.7% | -38.9% |
| YTD | +23.2% | +12.1% | +11.1% | -1.0% |
| 1Y | +26.4% | +14.8% | +11.6% | -2.7% |
| All | +26.4% | +14.5% | +11.9% | -2.7% |
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