+183.6%
MTSI vs VSH
+24.4%
+159.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.7% | +5.1% | +7.3% |
| 7D | -10.0% | -12.9% | +3.0% | -1.2% |
| 30D | -37.2% | -36.9% | -0.3% | -16.5% |
| 3M | -30.1% | -28.8% | -1.3% | -13.1% |
| 6M | -31.9% | -30.3% | -1.6% | -17.8% |
| YTD | +23.2% | +62.4% | -39.2% | -11.9% |
| 1Y | +26.4% | +62.5% | -36.1% | -9.7% |
| 3Y | +186.2% | +7.4% | +178.8% | +148.7% |
| All | +183.6% | +24.4% | +159.2% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling