+26.4%
MTSI vs VO
+11.7%
+14.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +11.0% | +11.1% |
| 7D | -10.0% | -2.6% | -7.4% | -3.3% |
| 30D | -37.2% | -0.9% | -36.2% | -34.6% |
| 3M | -30.1% | -3.0% | -27.0% | -23.6% |
| 6M | -31.9% | +2.2% | -34.1% | -31.7% |
| YTD | +23.2% | +10.6% | +12.6% | +7.5% |
| 1Y | +26.4% | +12.5% | +13.9% | +7.6% |
| All | +26.4% | +11.7% | +14.7% | +7.6% |
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