+281.5%
MTSI vs VSXY
+106.4%
+175.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.1% | +4.0% | +8.1% |
| 7D | +3.5% | +15.2% | -11.7% | +0.9% |
| 30D | -30.3% | +37.0% | -67.3% | -34.3% |
| 3M | -26.0% | +15.2% | -41.2% | -28.5% |
| 6M | -36.1% | +136.3% | -172.4% | -47.0% |
| YTD | +34.3% | +109.6% | -75.3% | +12.5% |
| 1Y | +35.3% | +223.7% | -188.4% | +3.2% |
| 3Y | +217.6% | +516.3% | -298.7% | +98.4% |
| 5Y | +210.1% | +125.1% | +84.9% | +128.6% |
| All | +281.5% | +106.4% | +175.1% | +178.6% |
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