+234.3%
MTSI vs VTR
+132.6%
+101.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.7% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | +2.1% | -2.4% | +4.5% | +2.3% |
| 3M | -29.7% | +14.8% | -44.5% | -32.5% |
| 6M | +12.5% | +5.3% | +7.2% | +10.7% |
| YTD | +57.0% | +18.1% | +38.9% | +49.8% |
| 1Y | +103.9% | +36.7% | +67.2% | +87.0% |
| All | +234.3% | +132.6% | +101.7% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling