+61.7%
MTSI vs VNQ
+14.0%
+47.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | +0.2% |
| 7D | -10.7% | +6.8% | -17.4% | -8.3% |
| 30D | -29.0% | +10.0% | -38.9% | -26.8% |
| 3M | -14.7% | 0.0% | -14.7% | -13.6% |
| 6M | -20.1% | +4.5% | -24.6% | -20.6% |
| YTD | +36.1% | +13.9% | +22.2% | +31.3% |
| 1Y | +61.7% | +14.1% | +47.7% | +56.3% |
| All | +61.7% | +14.0% | +47.7% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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