+28.9%
MTSI vs VSH
+83.5%
-54.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +13.4% | -4.4% | +0.6% |
| 7D | +3.5% | +3.5% | 0.0% | +1.9% |
| 30D | -30.3% | -22.4% | -7.9% | -18.7% |
| 3M | -26.0% | -25.2% | -0.8% | -11.7% |
| 6M | -36.1% | -22.5% | -13.5% | -25.2% |
| YTD | +34.3% | +84.2% | -49.9% | -3.1% |
| All | +28.9% | +83.5% | -54.6% | -6.3% |
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