+307.6%
MTSI vs VSXY
+90.2%
+217.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.1% | -0.7% |
| 7D | +29.1% | -1.6% | +30.7% | +29.6% |
| 30D | -20.4% | +17.8% | -38.2% | -22.8% |
| 3M | -20.9% | +12.5% | -33.4% | -23.2% |
| 6M | -32.3% | +124.7% | -157.0% | -43.3% |
| YTD | +43.5% | +93.2% | -49.7% | +22.0% |
| 1Y | +43.8% | +195.6% | -151.8% | +11.6% |
| 3Y | +218.8% | +434.6% | -215.9% | +104.6% |
| 5Y | +228.3% | +103.3% | +125.0% | +145.8% |
| All | +307.6% | +90.2% | +217.4% | +202.2% |
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