+320.4%
MTSI vs VIG
+63.1%
+257.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +4.2% |
| 7D | +1.4% | -0.4% | +1.8% | +2.1% |
| 30D | +2.1% | -1.0% | +3.0% | +3.6% |
| 3M | -29.7% | +2.8% | -32.5% | -32.8% |
| 6M | +12.5% | +8.2% | +4.3% | -0.8% |
| YTD | +57.0% | +11.0% | +46.0% | +32.5% |
| 1Y | +103.9% | +16.1% | +87.8% | +60.7% |
| 3Y | +223.6% | +56.2% | +167.4% | +65.0% |
| All | +320.4% | +63.1% | +257.3% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling