+468.8%
MTSI vs VO
+197.6%
+271.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | +3.1% | +6.9% | +5.3% |
| 30D | -20.3% | +2.2% | -22.5% | -22.0% |
| 3M | -24.4% | -2.5% | -21.9% | -20.1% |
| 6M | -39.2% | +7.0% | -46.1% | -43.7% |
| YTD | +35.5% | +14.0% | +21.5% | +14.4% |
| 1Y | +43.0% | +15.6% | +27.4% | +18.3% |
| 3Y | +196.3% | +66.2% | +130.1% | +48.0% |
| 5Y | +210.0% | +36.6% | +173.4% | +111.4% |
| All | +468.8% | +197.6% | +271.1% | +15.1% |
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