+471.4%
MTSI vs VO
+206.8%
+264.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +4.8% |
| 7D | +3.5% | -0.1% | +3.7% | +4.9% |
| 30D | -30.3% | +0.5% | -30.8% | -30.1% |
| 3M | -26.0% | -1.0% | -25.0% | -23.6% |
| 6M | -36.1% | +6.4% | -42.5% | -40.4% |
| YTD | +34.3% | +13.6% | +20.7% | +13.8% |
| 1Y | +35.3% | +14.5% | +20.8% | +13.6% |
| 3Y | +217.6% | +67.2% | +150.4% | +57.2% |
| 5Y | +210.1% | +36.1% | +174.0% | +112.6% |
| 10Y | +471.4% | +199.3% | +272.1% | +18.0% |
| All | +471.4% | +206.8% | +264.6% | +18.0% |
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