+219.0%
MTSI vs VMC
+37.8%
+181.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.3% | +10.8% |
| 7D | +7.2% | -4.3% | +11.5% | +9.6% |
| 30D | -18.4% | +16.2% | -34.7% | -24.0% |
| 3M | -16.7% | -0.8% | -15.9% | -16.2% |
| 6M | -31.7% | +1.2% | -32.9% | -33.0% |
| YTD | +45.9% | +0.5% | +45.4% | +40.5% |
| 1Y | +47.0% | -2.9% | +49.9% | +45.2% |
| All | +219.0% | +37.8% | +181.2% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling