+206.9%
MTSI vs VOO
+72.6%
+134.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -4.9% |
| 7D | +10.0% | +2.6% | +7.4% | +5.7% |
| 30D | -20.3% | -2.0% | -18.4% | -15.8% |
| 3M | -24.4% | -2.8% | -21.7% | -18.7% |
| 6M | -39.2% | +2.2% | -41.3% | -38.9% |
| YTD | +35.5% | +11.5% | +24.0% | +18.7% |
| 1Y | +43.0% | +13.5% | +29.5% | +22.2% |
| 3Y | +196.3% | +78.1% | +118.2% | +35.3% |
| All | +206.9% | +72.6% | +134.3% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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