+228.3%
MTSI vs VNQ
+6.5%
+221.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | +29.1% | +0.2% | +28.9% | +29.0% |
| 30D | -20.4% | +5.8% | -26.2% | -23.8% |
| 3M | -20.9% | 0.0% | -20.9% | -21.1% |
| 6M | -32.3% | +1.5% | -33.7% | -34.0% |
| YTD | +43.5% | +12.1% | +31.4% | +28.4% |
| 1Y | +43.8% | +10.6% | +33.2% | +30.2% |
| 3Y | +218.8% | +43.5% | +175.2% | +126.3% |
| 5Y | +228.3% | +6.8% | +221.5% | +209.2% |
| All | +228.3% | +6.5% | +221.9% | +209.2% |
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