+1,019.2%
MTSI vs VIVK
-100.0%
+1,119.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -23.6% | +32.6% | +9.0% |
| 7D | +3.5% | -44.2% | +47.7% | +3.6% |
| 30D | -30.3% | -90.0% | +59.7% | -30.2% |
| 3M | -26.0% | -98.0% | +72.0% | -25.7% |
| 6M | -36.1% | -99.9% | +63.8% | -35.6% |
| YTD | +34.3% | -99.9% | +134.2% | +35.0% |
| 1Y | +35.3% | -100.0% | +135.3% | +36.4% |
| 3Y | +217.6% | -100.0% | +317.6% | +220.2% |
| 5Y | +210.1% | -100.0% | +310.1% | +212.8% |
| 10Y | +471.4% | -100.0% | +571.4% | +473.4% |
| All | +1,019.2% | -100.0% | +1,119.2% | +1,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling