+1,045.9%
MTSI vs VT
+342.4%
+703.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +5.9% |
| 7D | -7.9% | -1.6% | -6.3% | -5.3% |
| 30D | -26.8% | -2.5% | -24.3% | -23.1% |
| 3M | -8.0% | -1.3% | -6.7% | -4.8% |
| 6M | -17.1% | +3.1% | -20.2% | -18.9% |
| YTD | +37.5% | +10.9% | +26.6% | +20.4% |
| 1Y | +56.8% | +12.1% | +44.7% | +35.5% |
| 3Y | +213.8% | +73.9% | +139.9% | +43.8% |
| 5Y | +219.6% | +58.0% | +161.6% | +74.2% |
| 10Y | +543.8% | +225.5% | +318.3% | +43.2% |
| All | +1,045.9% | +342.4% | +703.5% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling