+103.9%
MTSI vs VO
+15.8%
+88.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.9% |
| 7D | +1.4% | -0.3% | +1.7% | +1.9% |
| 30D | +2.1% | -0.3% | +2.4% | +3.0% |
| 3M | -29.7% | +2.9% | -32.7% | -32.7% |
| 6M | +12.5% | +9.3% | +3.2% | -3.2% |
| YTD | +57.0% | +14.2% | +42.8% | +26.2% |
| 1Y | +103.9% | +15.3% | +88.7% | +65.5% |
| All | +103.9% | +15.8% | +88.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling