+1,095.9%
MTSI vs VSH
+195.3%
+900.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | +1.3% |
| 7D | +29.1% | +26.2% | +2.9% | +11.5% |
| 30D | -20.4% | -12.5% | -7.9% | -12.7% |
| 3M | -20.9% | -16.9% | -4.0% | -10.1% |
| 6M | -32.3% | -17.0% | -15.3% | -26.6% |
| YTD | +43.5% | +93.8% | -50.3% | -11.2% |
| 1Y | +43.8% | +99.3% | -55.5% | -12.8% |
| 3Y | +218.8% | +35.0% | +183.8% | +127.5% |
| 5Y | +228.3% | +45.8% | +182.5% | +121.3% |
| 10Y | +502.6% | +127.1% | +375.5% | +209.0% |
| All | +1,095.9% | +195.3% | +900.6% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling