+152.1%
MTSI vs VIK
+244.4%
-92.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.3% | +8.1% | +9.2% |
| 7D | +7.2% | -1.2% | +8.4% | +8.5% |
| 30D | -18.4% | +11.5% | -29.9% | -22.4% |
| 3M | -16.7% | -11.3% | -5.4% | -11.6% |
| 6M | -31.7% | +11.3% | -43.0% | -35.7% |
| YTD | +45.9% | +26.1% | +19.8% | +26.2% |
| 1Y | +47.0% | +50.0% | -3.0% | +14.9% |
| All | +152.1% | +244.4% | -92.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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