+26.4%
MTSI vs VMC
+0.2%
+26.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.8% | +10.9% |
| 7D | -10.0% | +0.5% | -10.5% | -9.6% |
| 30D | -37.2% | +15.8% | -53.0% | -37.8% |
| 3M | -30.1% | +0.6% | -30.6% | -28.9% |
| 6M | -31.9% | -4.0% | -27.9% | -30.0% |
| YTD | +23.2% | -0.3% | +23.5% | +16.4% |
| 1Y | +26.4% | -0.5% | +26.9% | +20.0% |
| All | +26.4% | +0.2% | +26.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling