+206.9%
MTSI vs VO
+36.2%
+170.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -43.6% |
| YTD | +35.5% | +14.0% | +21.5% | +14.7% |
| 1Y | +43.0% | +15.6% | +27.4% | +18.7% |
| 3Y | +196.3% | +66.2% | +130.1% | +53.2% |
| All | +206.9% | +36.2% | +170.7% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling