+451.3%
MTSI vs VO
+196.6%
+254.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +11.0% | +11.1% |
| 7D | -10.0% | -2.6% | -7.4% | -5.5% |
| 30D | -37.2% | -0.9% | -36.2% | -35.7% |
| 3M | -30.1% | -3.0% | -27.0% | -25.7% |
| 6M | -31.9% | +2.2% | -34.1% | -32.8% |
| YTD | +23.2% | +10.6% | +12.6% | +8.6% |
| 1Y | +26.4% | +12.5% | +13.9% | +8.8% |
| 3Y | +186.2% | +61.4% | +124.8% | +49.1% |
| 5Y | +187.0% | +33.4% | +153.6% | +102.4% |
| All | +451.3% | +196.6% | +254.7% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling