+926.7%
MTSI vs VMC
+588.1%
+338.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.8% | +11.3% |
| 7D | -10.0% | +0.5% | -10.5% | -10.1% |
| 30D | -37.2% | +15.8% | -53.0% | -41.9% |
| 3M | -30.1% | +0.6% | -30.6% | -30.8% |
| 6M | -31.9% | -4.0% | -27.9% | -32.0% |
| YTD | +23.2% | -0.3% | +23.5% | +19.9% |
| 1Y | +26.4% | -0.5% | +26.9% | +23.2% |
| 3Y | +186.2% | +39.6% | +146.6% | +134.5% |
| 5Y | +187.0% | +50.1% | +137.0% | +125.8% |
| 10Y | +460.4% | +163.9% | +296.4% | +226.6% |
| All | +926.7% | +588.1% | +338.5% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling