+340.3%
MTSI vs VIVK
-100.0%
+440.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +2.1% |
| 7D | +4.9% | +13.1% | -8.2% | +4.8% |
| 30D | -11.6% | -29.7% | +18.1% | -11.4% |
| 3M | -24.1% | -93.0% | +68.9% | -22.8% |
| 6M | +32.4% | -98.0% | +130.4% | +35.3% |
| YTD | +60.4% | -97.8% | +158.2% | +62.2% |
| 1Y | +111.0% | -100.0% | +210.9% | +122.5% |
| 3Y | +246.1% | -100.0% | +346.1% | +260.4% |
| 5Y | +340.3% | -100.0% | +440.3% | +366.1% |
| All | +340.3% | -100.0% | +440.3% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VIVK 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling