+186.2%
MTSI vs VO
+60.2%
+126.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +11.0% | +11.1% |
| 7D | -10.0% | -2.6% | -7.4% | -4.5% |
| 30D | -37.2% | -0.9% | -36.2% | -35.3% |
| 3M | -30.1% | -3.0% | -27.0% | -24.7% |
| 6M | -31.9% | +2.2% | -34.1% | -32.7% |
| YTD | +23.2% | +10.6% | +12.6% | +6.5% |
| 1Y | +26.4% | +12.5% | +13.9% | +6.3% |
| 3Y | +186.2% | +61.4% | +124.8% | +36.1% |
| All | +186.2% | +60.2% | +126.0% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling