+320.4%
MTSI vs VMC
+52.7%
+267.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +2.9% |
| 7D | +1.4% | -4.3% | +5.7% | +4.1% |
| 30D | +2.1% | -8.2% | +10.3% | +7.3% |
| 3M | -29.7% | -7.0% | -22.7% | -27.7% |
| 6M | +12.5% | -10.8% | +23.3% | +18.6% |
| YTD | +57.0% | -7.4% | +64.4% | +58.8% |
| 1Y | +103.9% | -9.5% | +113.4% | +108.9% |
| 3Y | +223.6% | +20.5% | +203.1% | +164.0% |
| All | +320.4% | +52.7% | +267.7% | +184.4% |
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