-32.3%
MTSI vs VNQ
+1.6%
-33.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -2.1% |
| 7D | +29.1% | +0.2% | +28.9% | +29.2% |
| 30D | -20.4% | +5.8% | -26.2% | -13.8% |
| 3M | -20.9% | 0.0% | -20.9% | -21.0% |
| 6M | -32.3% | +1.5% | -33.7% | -32.0% |
| All | -32.3% | +1.6% | -33.8% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling