+1,208.8%
MTSI vs VNQ
+170.1%
+1,038.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +4.0% |
| 7D | +1.4% | -1.3% | +2.6% | +2.4% |
| 30D | +2.1% | -2.9% | +5.0% | +4.4% |
| 3M | -29.7% | +0.8% | -30.5% | -31.2% |
| 6M | +12.5% | +2.5% | +10.1% | +8.9% |
| YTD | +57.0% | +10.6% | +46.4% | +42.2% |
| 1Y | +103.9% | +9.1% | +94.8% | +86.5% |
| 3Y | +223.6% | +31.0% | +192.5% | +150.9% |
| 5Y | +321.6% | +4.9% | +316.6% | +293.8% |
| 10Y | +517.7% | +59.5% | +458.3% | +308.9% |
| All | +1,208.8% | +170.1% | +1,038.7% | +440.1% |
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