+159.0%
MTSI vs VT
+53.2%
+105.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.1% | -14.3% | -10.9% |
| 7D | -24.6% | -4.2% | -20.4% | -17.5% |
| 30D | -45.7% | -5.8% | -39.9% | -38.4% |
| 3M | -27.7% | -5.2% | -22.5% | -18.5% |
| 6M | -37.3% | +0.1% | -37.4% | -34.7% |
| YTD | +11.1% | +8.2% | +2.9% | +1.7% |
| 1Y | +27.2% | +10.1% | +17.0% | +13.3% |
| 3Y | +153.7% | +69.7% | +84.0% | +18.6% |
| 5Y | +159.0% | +53.4% | +105.6% | +48.9% |
| All | +159.0% | +53.2% | +105.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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