+196.3%
MTSI vs VIG
+67.2%
+129.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | +3.5% | +6.5% | +3.3% |
| 30D | -20.3% | +4.9% | -25.3% | -26.7% |
| 3M | -24.4% | +2.5% | -26.9% | -27.4% |
| 6M | -39.2% | +11.0% | -50.2% | -49.7% |
| YTD | +35.5% | +16.0% | +19.5% | +3.1% |
| 1Y | +43.0% | +17.5% | +25.5% | +6.2% |
| 3Y | +196.3% | +67.0% | +129.3% | +8.6% |
| All | +196.3% | +67.2% | +129.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling