+564.3%
MTSI vs VNQ
+64.0%
+500.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.3% |
| 7D | +2.2% | -1.3% | +3.5% | +3.3% |
| 30D | -11.5% | -2.6% | -9.0% | -9.7% |
| 3M | -26.6% | -2.0% | -24.6% | -26.3% |
| 6M | +23.5% | +4.3% | +19.2% | +17.2% |
| YTD | +60.5% | +9.2% | +51.3% | +46.1% |
| 1Y | +109.7% | +5.6% | +104.1% | +96.4% |
| 3Y | +247.8% | +30.8% | +217.0% | +165.1% |
| 5Y | +328.4% | +8.0% | +320.4% | +288.2% |
| All | +564.3% | +64.0% | +500.3% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling