+228.3%
MTSI vs VMC
+46.0%
+182.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -0.8% |
| 7D | +29.1% | -1.7% | +30.8% | +30.4% |
| 30D | -20.4% | +15.3% | -35.7% | -27.3% |
| 3M | -20.9% | +0.3% | -21.2% | -21.5% |
| 6M | -32.3% | +0.9% | -33.1% | -34.3% |
| YTD | +43.5% | -1.0% | +44.5% | +38.5% |
| 1Y | +43.8% | -4.3% | +48.1% | +42.4% |
| 3Y | +218.8% | +35.3% | +183.4% | +137.9% |
| 5Y | +228.3% | +44.4% | +183.9% | +121.2% |
| All | +228.3% | +46.0% | +182.3% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling