+103.9%
MTSI vs VSH
+118.1%
-14.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +1.1% |
| 7D | +1.4% | +4.1% | -2.7% | -0.8% |
| 30D | +2.1% | -4.2% | +6.2% | +4.5% |
| 3M | -29.7% | -50.0% | +20.2% | -2.7% |
| 6M | +12.5% | +80.2% | -67.6% | -16.4% |
| YTD | +57.0% | +121.1% | -64.1% | +5.9% |
| 1Y | +103.9% | +112.0% | -8.1% | +40.0% |
| All | +103.9% | +118.1% | -14.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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