+1,019.2%
MTSI vs VTR
+154.1%
+865.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.8% |
| 7D | +3.5% | +3.2% | +0.3% | +2.6% |
| 30D | -30.3% | +9.1% | -39.4% | -32.4% |
| 3M | -26.0% | -3.6% | -22.4% | -25.7% |
| 6M | -36.1% | +3.8% | -39.9% | -37.8% |
| YTD | +34.3% | +17.8% | +16.5% | +25.6% |
| 1Y | +35.3% | +20.5% | +14.7% | +25.5% |
| 3Y | +217.6% | +132.4% | +85.2% | +136.1% |
| 5Y | +210.1% | +99.9% | +110.2% | +138.5% |
| 10Y | +471.4% | +124.3% | +347.1% | +276.7% |
| All | +1,019.2% | +154.1% | +865.1% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling