+1,029.2%
MTSI vs VNQ
+173.7%
+855.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | +0.8% | +9.2% | +9.4% |
| 30D | -20.3% | +6.8% | -27.1% | -24.7% |
| 3M | -24.4% | -1.3% | -23.1% | -23.9% |
| 6M | -39.2% | +2.4% | -41.6% | -41.3% |
| YTD | +35.5% | +12.1% | +23.4% | +21.1% |
| 1Y | +43.0% | +12.0% | +31.0% | +27.9% |
| 3Y | +196.3% | +44.8% | +151.5% | +111.1% |
| 5Y | +210.0% | +6.9% | +203.2% | +184.9% |
| 10Y | +469.1% | +82.9% | +386.1% | +244.1% |
| All | +1,029.2% | +173.7% | +855.6% | +359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling