+320.4%
MTSI vs VSXY
+14.5%
+305.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.9% |
| 7D | +1.4% | -14.0% | +15.4% | +4.3% |
| 30D | +2.1% | -15.9% | +18.0% | +5.2% |
| 3M | -29.7% | +3.4% | -33.1% | -30.8% |
| 6M | +12.5% | +25.9% | -13.4% | +4.2% |
| YTD | +57.0% | +39.5% | +17.5% | +41.2% |
| 1Y | +103.9% | +194.4% | -90.4% | +54.0% |
| 3Y | +223.6% | +281.4% | -57.9% | +110.5% |
| All | +320.4% | +14.5% | +305.9% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling