+340.3%
MTSI vs VNQ
+6.3%
+334.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +4.9% | -0.4% | +5.3% | +5.2% |
| 30D | -11.6% | -2.5% | -9.0% | -9.9% |
| 3M | -24.1% | +1.4% | -25.4% | -25.9% |
| 6M | +32.4% | +4.6% | +27.9% | +25.8% |
| YTD | +60.4% | +10.5% | +49.9% | +45.4% |
| 1Y | +111.0% | +8.4% | +102.6% | +94.0% |
| 3Y | +246.1% | +32.4% | +213.7% | +164.7% |
| 5Y | +340.3% | +5.5% | +334.8% | +319.7% |
| All | +340.3% | +6.3% | +334.0% | +319.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling