+188.7%
MTSI vs VIK
+225.3%
-36.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.5% | +5.8% |
| 7D | +11.1% | -0.8% | +11.9% | +11.4% |
| 30D | -3.7% | -18.0% | +14.4% | +6.1% |
| 3M | -20.2% | -5.8% | -14.4% | -18.0% |
| 6M | +30.8% | +17.2% | +13.6% | +18.4% |
| YTD | +67.0% | +19.1% | +47.9% | +48.3% |
| 1Y | +120.4% | +33.6% | +86.8% | +82.3% |
| All | +188.7% | +225.3% | -36.7% | +56.1% |
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