+355.8%
MTSI vs VSXY
+42.7%
+313.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.4% |
| 7D | +4.9% | -6.8% | +11.7% | +6.0% |
| 30D | -11.6% | -20.4% | +8.8% | -8.1% |
| 3M | -24.1% | +2.9% | -27.0% | -25.0% |
| 6M | +32.4% | +67.9% | -35.5% | +16.8% |
| YTD | +60.4% | +44.9% | +15.6% | +44.5% |
| 1Y | +111.0% | +205.9% | -94.9% | +62.2% |
| 3Y | +246.1% | +373.9% | -127.7% | +125.8% |
| 5Y | +340.3% | +23.5% | +316.9% | +246.7% |
| All | +355.8% | +42.7% | +313.1% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling