+502.4%
MTSI vs VTR
+132.2%
+370.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +29.1% | +0.7% | +28.4% | +28.9% |
| 30D | -20.4% | +6.9% | -27.3% | -22.4% |
| 3M | -20.9% | +1.3% | -22.2% | -21.7% |
| 6M | -32.3% | +2.5% | -34.7% | -33.9% |
| YTD | +43.5% | +18.0% | +25.5% | +33.5% |
| 1Y | +43.8% | +19.5% | +24.4% | +33.1% |
| 3Y | +218.8% | +130.2% | +88.6% | +132.2% |
| 5Y | +228.3% | +93.8% | +134.5% | +149.9% |
| All | +502.4% | +132.2% | +370.1% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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