+512.7%
MTSI vs VIVK
-100.0%
+612.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -14.3% | +24.7% | +10.4% |
| 7D | +7.2% | -48.0% | +55.2% | +7.5% |
| 30D | -18.4% | -88.4% | +70.0% | -17.7% |
| 3M | -16.7% | -98.7% | +82.0% | -15.4% |
| 6M | -31.7% | -100.0% | +68.2% | -29.9% |
| YTD | +45.9% | -100.0% | +145.8% | +48.9% |
| 1Y | +47.0% | -100.0% | +147.0% | +51.7% |
| 3Y | +224.1% | -100.0% | +324.1% | +234.6% |
| 5Y | +238.5% | -100.0% | +338.5% | +249.8% |
| 10Y | +512.7% | -100.0% | +612.7% | +606.7% |
| All | +512.7% | -100.0% | +612.7% | +606.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling